On occupation times in the red of Lévy risk models (Q784389)
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scientific article
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| English | On occupation times in the red of Lévy risk models |
scientific article |
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On occupation times in the red of Lévy risk models (English)
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3 August 2020
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occupation time
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inverse occupation time
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Parisian ruin
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Lévy insurance risk processes
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scale functions
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0.8668022751808167
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0.8613433241844177
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0.8519086837768555
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0.8401986360549927
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0.8206526637077332
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