Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum (Q4903039)
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scientific article; zbMATH DE number 6127041
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum |
scientific article; zbMATH DE number 6127041 |
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Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum (English)
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19 January 2013
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spectrally negative Lévy process
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excursion theory
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creeping
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ruin
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