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How long does the surplus stay close to its historical high? - MaRDI portal

How long does the surplus stay close to its historical high? (Q5086633)

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scientific article; zbMATH DE number 7553833
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How long does the surplus stay close to its historical high?
scientific article; zbMATH DE number 7553833

    Statements

    How long does the surplus stay close to its historical high? (English)
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    6 July 2022
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    spectrally negative Lévy risk process
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    occupation time
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    scale function
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