Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713)
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scientific article; zbMATH DE number 7662327
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process |
scientific article; zbMATH DE number 7662327 |
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Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (English)
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13 March 2023
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spectrally negative Lévy process
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reflected process
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drawdown time
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potential measure
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excursion theory
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risk process
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Parisian ruin
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capital injection
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