Poissonian occupation times of spectrally negative Lévy processes with applications
Year of publication: |
2021
|
---|---|
Authors: | Lkabous, Mohamed Amine |
Subject: | Lévy insurance risk processes | Occupation times | Parisian ruin | scale functions | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Zeitreihenanalyse | Time series analysis |
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