scientific article; zbMATH DE number 5189009
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Publication:5758068
zbMath1136.60029MaRDI QIDQ5758068
Publication date: 10 September 2007
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lévy processesOptimal stoppingStable processesRisk theoryJump processesRandom gamesLast exitRenewal functions
Processes with independent increments; Lévy processes (60G51) Stopping times; optimal stopping problems; gambling theory (60G40) Stable stochastic processes (60G52)
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A drawdown reflected spectrally negative Lévy process ⋮ Generalized expected discounted penalty function at general drawdown for Lévy risk processes ⋮ On a doubly reflected risk process with running maximum dependent reflecting barriers
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