First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications (Q4576858)
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scientific article; zbMATH DE number 6901168
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| English | First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications |
scientific article; zbMATH DE number 6901168 |
Statements
First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications (English)
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11 July 2018
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Kendall's identity
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first passage time
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spectrally negative Lévy process
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Lagrange's expansion theorem
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numbers of jumps
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dual risk model
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fluid queue
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barrier option
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0.765339732170105
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0.7606458067893982
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0.7513329982757568
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0.7356785535812378
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0.7339375019073486
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