Exit Problems for Spectrally Negative Lévy Processes Reflected at Either the Supremum or the Infimum (Q5448749)
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scientific article; zbMATH DE number 5246109
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit Problems for Spectrally Negative Lévy Processes Reflected at Either the Supremum or the Infimum |
scientific article; zbMATH DE number 5246109 |
Statements
Exit Problems for Spectrally Negative Lévy Processes Reflected at Either the Supremum or the Infimum (English)
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7 March 2008
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spectrally negative Lévy process
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reflected Lévy process
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fluctuation theory
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exit problem
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excursion
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risk model
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ruin time
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