The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954)
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scientific article; zbMATH DE number 7277663
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems |
scientific article; zbMATH DE number 7277663 |
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The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (English)
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24 November 2020
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spectrally negative processes
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scale functions
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Gerber-Shiu functions
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Skorokhod regulation
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dividend optimization
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capital injections
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processes with Poissonian
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Parisian observations
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generalized drawdown stopping
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