Applications of factorization embeddings for Lévy processes (Q5395359)
From MaRDI portal
scientific article; zbMATH DE number 5070467
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications of factorization embeddings for Lévy processes |
scientific article; zbMATH DE number 5070467 |
Statements
Applications of factorization embeddings for Lévy processes (English)
0 references
2 November 2006
0 references
first factorization identity
0 references
perturbed risk model
0 references
phase-type jump
0 references
ruin probability
0 references
0 references
