Passage times for a spectrally negative Lévy process with applications to risk theory

Bernoulli

Volumn 11, Issue 3, 2005, Pages 511-522

  Chiu, Sung Nok ^a   Yin, Chuancun ^a,b  

^a HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

^b QUFU NORMAL UNIVERSITY   (China)

Author keywords

First passage time; Last passage time; Risk theory; Spectrally negative l vy process

Indexed keywords

EID: 33845791622     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1120591186     Document Type: Article

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