Spectrally negative Lévy risk model under Erlangized barrier strategy

DOI10.1016/j.cam.2018.11.001zbMath1419.91356OpenAlexW2901636975MaRDI QIDQ1715797

Hongshuai Dai, Hua Dong, Chuan-Cun Yin

Publication date: 29 January 2019

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2018.11.001

zbMATH Keywords

scale functionbarrier strategyrandomized observationspectrally negative Lévy risk process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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