Poissonian occupation times of spectrally negative Lévy processes with applications
Mohamed Amine Lkabous
| Year of publication: |
2021
|
|---|---|
| Authors: | Lkabous, Mohamed Amine |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2021.2021, 10, p. 916-935
|
| Subject: | Lévy insurance risk processes | Occupation times | Parisian ruin | scale functions | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2021.1907783 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012696893