On moments of downward passage times for spectrally negative Lévy processes (Q6159622)
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scientific article; zbMATH DE number 7682992
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | On moments of downward passage times for spectrally negative Lévy processes |
scientific article; zbMATH DE number 7682992 |
Statements
On moments of downward passage times for spectrally negative Lévy processes (English)
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8 May 2023
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conjugate subordinator
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Cramér-Lundberg risk process
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exit time
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fluctuation theory
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first hitting time
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fractional calculus
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moments
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ruin theory
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spectrally negative Lévy process
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subordinator
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time to ruin
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0.9260853
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0.9071486
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0.9060295
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0.90481746
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0.90308094
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0.8983968
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0.8947946
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0.8932885
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0.8860482
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