Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms (Q5459913)
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scientific article; zbMATH DE number 5270296
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| English | Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms |
scientific article; zbMATH DE number 5270296 |
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Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms (English)
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30 April 2008
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Lévy process
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Wiener-Hopf factorization
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Baxter-Donsker formula
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ruin probability
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rational Laplace transform
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ladder process
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0.8887944221496582
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0.8610745072364807
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0.8181074261665344
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0.8053379654884338
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0.789634644985199
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