scientific article; zbMATH DE number 5654553

MaRDI QIDQ3655372zbMATH OpenFDO

Authors

Publication date 7 January 2010

zbMATH Keywords

jump measureLévy measureLévy-Khinchine formulaPoisson random measure

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Recommendations

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• On the distribution of exponential functionals for Lévy processes with jumps of rational transform
• Number of jumps for sample functions of Levy processes
• Estimates of transition densities and their derivatives for jump Lévy processes
• A note on the existence of transition probability densities of Lévy processes

Cited in

(2)

• Number of jumps for sample functions of Levy processes
• Distribution of big claims in a Lévy insurance risk process: Analytics of a new non-parametric estimator

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