The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process (Q3449925)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process |
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The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process (English)
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30 October 2015
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spectrally negative Lévy risk process
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discounted dividends
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barrier strategy
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exit times
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reflected process
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scale function
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dual model
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capital injection
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