How long does the surplus stay close to its historical high? (Q5086633)

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scientific article; zbMATH DE number 7553833
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    How long does the surplus stay close to its historical high?
    scientific article; zbMATH DE number 7553833

      Statements

      How long does the surplus stay close to its historical high? (English)
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      6 July 2022
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      spectrally negative Lévy risk process
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      occupation time
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      scale function
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