Passage Times for a Spectrally Negative Lévy Process with Applications to Risk Theory
Autor: | Chiu, Sung Nok, Yin, Chuancun |
---|---|
Zdroj: | Bernoulli, 2005 Jun 01. 11(3), 511-522. |
Databáze: | JSTOR Journals |
Externí odkaz: |
Autor: | Chiu, Sung Nok, Yin, Chuancun |
---|---|
Zdroj: | Bernoulli, 2005 Jun 01. 11(3), 511-522. |
Databáze: | JSTOR Journals |
Externí odkaz: |