On a time-changed Lévy risk model with capital injections and periodic observation (Q6094062)
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scientific article; zbMATH DE number 7736773
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| English | On a time-changed Lévy risk model with capital injections and periodic observation |
scientific article; zbMATH DE number 7736773 |
Statements
On a time-changed Lévy risk model with capital injections and periodic observation (English)
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12 September 2023
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time-changed Lévy model
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CIR process
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COS
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capital injection
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0.908549189567566
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0.8513855934143066
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0.8215939402580261
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0.8035334944725037
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0.7916766405105591
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