Spectrally negative Lévy risk model under Erlangized barrier strategy
type: Item
instance of: scholarly article
title: Spectrally negative Lévy risk model under Erlangized barrier strategy
zbMATH Open document ID: 1419.91356
author: Hua Dong
author: Hongshuai Dai
author: Chuancun Yin
published in: Journal of Computational and Applied Mathematics
publication date: 2019-01-29T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 7007560
zbMATH Keywords: spectrally negative Lévy risk process
zbMATH Keywords: randomized observation
zbMATH Keywords: barrier strategy
zbMATH Keywords: scale function
MaRDI profile type: Publication
full work available at URL: j.cam.2018.11.001
OpenAlex ID: W2901636975
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DOI: 10.1016/J.CAM.2018.11.001
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description: scientific article; zbMATH DE number 7007560