Wiener-Hopf factorization for Ĺevy processes having positive jumps with rational transforms

Journal of Applied Probability

Volumn 45, Issue 1, 2008, Pages 118-134

  Lewis, Alan L ^b   Mordecki, Ernesto ^a  

^a UNIVERSIDAD DE LA REPÚBLICA   (Uruguay)

^b Universidad de la República ^*  (United States)

Author keywords

Baxter Donsker formula; Ladder process; L vy process; Rational Laplace transform; Ruin probability; Wiener Hopf factorization

Indexed keywords

EID: 43049149073     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1208358956     Document Type: Article

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