Joint occupation times in an infinite interval for spectrally negative Lévy processes on the last exit time

DOI10.1007/s10986-023-09605-zzbMath1528.60022MaRDI QIDQ6054053

Yushao Wei, Ying-qiu Li, YangLi Hu

Publication date: 24 October 2023

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

occupation timeperturbation approachspectrally negative Lévy processlast exit timePoisson approach

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Characteristic functions; other transforms (60E10) Risk models (general) (91B05)

Cites Work

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