Poissonian potential measures for Lévy risk models
From MaRDI portal
Publication:1799648
DOI10.1016/j.insmatheco.2018.07.004zbMath1416.91198OpenAlexW2887428348MaRDI QIDQ1799648
Bin Li, David Landriault, Jeff T. Y. Wong, Di Xu
Publication date: 19 October 2018
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10012/13821
spectrally negative Lévy processexit measurespotential measuresParisian ruin problemsPoissonian observations
Processes with independent increments; Lévy processes (60G51) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
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