On the time spent in the red by a refracted L\'evy risk process (Q5176527)
From MaRDI portal
scientific article; zbMATH DE number 6408810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the time spent in the red by a refracted L\'evy risk process |
scientific article; zbMATH DE number 6408810 |
Statements
26 February 2015
0 references
spectrally negative Lévy process
0 references
risk process
0 references
refraction
0 references
occupation time
0 references
bankruptcy
0 references
Parisian ruin
0 references
math.PR
0 references
q-fin.RM
0 references
0 references
0 references
