Overshoots and undershoots of Lévy processes

Annals of Applied Probability

Volumn 16, Issue 1, 2006, Pages 91-106

  Doney, R A ^a   Kyprianou, A E ^b  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

^b HERIOT WATT UNIVERSITY   (United Kingdom)

Author keywords

First passage problem; Insurance risk process; L vy processes; Wiener Hopf factorization

Indexed keywords

EID: 33645656624     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/105051605000000647     Document Type: Article

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