Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process (Q625005)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Formula for the supremum distribution of a spectrally positive -stable Lévy process |
scientific article; zbMATH DE number 5850247
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process |
scientific article; zbMATH DE number 5850247 |
Statements
Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process (English)
0 references
11 February 2011
0 references
\(\alpha\)-stable Lévy process
0 references
distribution of the supremum of a stochastic process
0 references
finite time ruin probability
0 references
0 references
0 references
0 references
0.94261515
0 references
0.9324242
0 references
0.90557206
0 references
0.8808948
0 references
0.87897795
0 references
0.87537456
0 references
0.87455153
0 references
0.87403506
0 references
