Spectrally negative Lévy processes perturbed by functionals of their running supremum (Q4903039)
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scientific article; zbMATH DE number 6127041
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| English | Spectrally negative Lévy processes perturbed by functionals of their running supremum |
scientific article; zbMATH DE number 6127041 |
Statements
Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum (English)
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19 January 2013
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spectrally negative Lévy process
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excursion theory
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creeping
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ruin
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0.8169111013412476
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0.8167701363563538
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0.8045657277107239
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0.7954691052436829
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0.7954339385032654
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