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The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula - MaRDI portal

The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula (Q3165502)

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The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula
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    The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula (English)
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    29 October 2012
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    generalized Pollaczek-Khinchine formula
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    Lévy process with no negative jumps
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    spectrally positive Lévy process
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    reflected Lévy process
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    supremum of a Lévy process
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