A note on series representation for the q-scale function of a class of spectrally negative Lévy processes
From MaRDI portal
Publication:6569448
DOI10.1016/J.SPL.2024.110115zbMATH Open1541.60033MaRDI QIDQ6569448FDOQ6569448
Authors: Ehyter Matías Martín-González, A. Murillo-Salas, H. Pantí 
Publication date: 9 July 2024
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51)
Cites Work
- Ruin probabilities
- Title not available (Why is that?)
- On the time to ruin for Erlang(2) risk processes.
- Optimal control with absolutely continuous strategies for spectrally negative Lévy processes
- Fluctuations of Lévy processes with applications. Introductory lectures
- Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view
- On a generalization of the Gerber-Shiu function to path-dependent penalties
- Old and new examples of scale functions for spectrally negative Lévy processes
- A note on scale functions and the time value of ruin for Lévy insurance risk processes
- Smoothness of scale functions for spectrally negative Lévy processes
- Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions.
- Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion
- On series expansions for scale functions and other ruin-related quantities
- On q-scale functions of spectrally negative Lévy processes
This page was built for publication: A note on series representation for the \(q\)-scale function of a class of spectrally negative Lévy processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6569448)
