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4041
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Stochastics and Probability
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Stokastiikka ja todennäköisyysteoria
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exit problems
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probability calculation
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probability of bankruptcy
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refracted Lévy process
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scale functions
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spectrally negative Lévy process
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todennäköisyyslaskenta
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Scale function approach to exit problems of refracted Lévy risk processes
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Kohal, Johannes
Published 2018
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4041
1 results
1
Stochastics and Probability
1 results
1
Stokastiikka ja todennäköisyysteoria
1 results
1
exit problems
1 results
1
probability calculation
1 results
1
probability of bankruptcy
1 results
1
refracted Lévy process
1 results
1
scale functions
1 results
1
spectrally negative Lévy process
1 results
1
todennäköisyyslaskenta
1 results
1
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