The uniform local asymptotics for a Lévy process and its overshoot and undershoot
type: Item
instance of: scholarly article
title: The uniform local asymptotics for a Lévy process and its overshoot and undershoot
zbMATH Open document ID: 1381.60087
DOI: 10.1080/03610926.2013.861492
author: Zhaolei Cui
author: Yuebao Wang
author: Kaiyong Wang
publication date: 2016-05-25T00:00:00Z
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6584953
zbMATH Keywords: uniform local asymptotics
zbMATH Keywords: Lévy processes
zbMATH Keywords: overshoot
zbMATH Keywords: undershoot
zbMATH Keywords: finite-time ruin probability
zbMATH Keywords: local ruin probability
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610926.2013.861492
OpenAlex ID: W2016209803
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published in: Communications in Statistics. Theory and Methods
description: scientific article; zbMATH DE number 6584953