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Fluctuation theory for level-dependent Lévy risk processes - MaRDI portal

Fluctuation theory for level-dependent Lévy risk processes (Q2280031)

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Fluctuation theory for level-dependent Lévy risk processes
scientific article

    Statements

    title
    Fluctuation theory for level-dependent Lévy risk processes (English)
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    author
    Irmina Czarna
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    Tomasz Rolski
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    Kazutoshi Yamazaki
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    publication date
    17 December 2019
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    zbMATH Keywords
    refracted Lévy process
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    multi-refracted Lévy process
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    level-dependent Lévy process
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    Lévy process
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    Volterra equation
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    fluctuation theory
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    Identifiers

    Mathematics Subject Classification ID
    60G51
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    60J99
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    91G40
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    60G40
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    zbMATH DE Number
    7143942
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    OpenAlex ID
    W2963668662
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    arXiv ID
    1712.00050
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