Spectrally negative Lévy processes with Parisian reflection below and classical reflection above
نویسندگان
چکیده
منابع مشابه
Parisian Ruin Probability for Spectrally Negative Lévy Processes
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2018
ISSN: 0304-4149
DOI: 10.1016/j.spa.2017.04.013