On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857)
From MaRDI portal
scientific article; zbMATH DE number 6848673
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications |
scientific article; zbMATH DE number 6848673 |
Statements
On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (English)
0 references
9 March 2018
0 references
spectrally negative Lévy process
0 references
scale functions
0 references
capital injections
0 references
dividend optimization
0 references
valuation problem
0 references
Parisian absorbtion and reflection
0 references
0 references
0 references
0 references
0 references
0 references
0 references
