Draw-down Parisian ruin for spectrally negative Lévy processes (Q5005045)
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scientific article; zbMATH DE number 7378195
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Draw-down Parisian ruin for spectrally negative Lévy processes |
scientific article; zbMATH DE number 7378195 |
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Draw-down Parisian ruin for spectrally negative Lévy processes (English)
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4 August 2021
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spectrally negative Lévy process
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reflected process
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Parisian ruin
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draw-down time
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draw-down Parisian ruin
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potential measure
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excursion theory
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risk process
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