Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes (Q5429622)
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scientific article; zbMATH DE number 5216898
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes |
scientific article; zbMATH DE number 5216898 |
Statements
Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes (English)
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30 November 2007
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Lévy processes
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ruin problem
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hitting time
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overshoot
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undershoot
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asymptotic estimates
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functional equation
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