A note on Lévy risk model with two-sided phase-type jumps (Q5020403)
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scientific article; zbMATH DE number 7452544
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on Lévy risk model with two-sided phase-type jumps |
scientific article; zbMATH DE number 7452544 |
Statements
A note on Lévy risk model with two-sided phase-type jumps (English)
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5 January 2022
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Lévy risk model
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phase-type jump
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Cramér-Lundberg equation
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