Parisian quasi-stationary distributions for asymmetric Lévy processes (Q2406780)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parisian quasi-stationary distributions for asymmetric Lévy processes |
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Parisian quasi-stationary distributions for asymmetric Lévy processes (English)
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6 October 2017
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quasi-stationary distribution
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Lévy process
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risk process
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ruin probability
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asymptotics
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Parisian ruin
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