Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms
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Publication:5459913
DOI10.1239/jap/1208358956zbMath1136.60330OpenAlexW2024909804MaRDI QIDQ5459913
Alan L. Lewis, Ernesto Mordecki
Publication date: 30 April 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1208358956
Wiener-Hopf factorizationruin probabilityLévy processladder processrational Laplace transformBaxter-Donsker formula
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