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On a time-changed Lévy risk model with capital injections and periodic observation - MaRDI portal

On a time-changed Lévy risk model with capital injections and periodic observation (Q6094062)

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scientific article; zbMATH DE number 7736773
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On a time-changed Lévy risk model with capital injections and periodic observation
scientific article; zbMATH DE number 7736773

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    On a time-changed Lévy risk model with capital injections and periodic observation (English)
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    12 September 2023
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    time-changed Lévy model
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    CIR process
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    COS
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    capital injection
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