Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes (Q5321767)
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scientific article; zbMATH DE number 5578824
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes |
scientific article; zbMATH DE number 5578824 |
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Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes (English)
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15 July 2009
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spectrally negative Lévy process
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exit problem
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fluctuation theory
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last passage time
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risk theory
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