Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes (Q5429622)
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scientific article; zbMATH DE number 5216898
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| English | Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes |
scientific article; zbMATH DE number 5216898 |
Statements
Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes (English)
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30 November 2007
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Lévy processes
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ruin problem
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hitting time
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overshoot
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undershoot
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asymptotic estimates
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functional equation
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0.8323408961296082
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0.8272618651390076
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0.816295862197876
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0.8156374096870422
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0.809471845626831
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