Resultats de la cerca - "diffusion-type process"
Matèries dins de la cerca
Matèries dins de la cerca
- Laguerre series 1
- Laplace transform 1
- Lévy processes 1
- Padé approximations 1
- Parisian ruin 1
- Pollaczek–Khinchine formula 1
- Segerdahl process 1
- Sparre Andersen model 1
- Tricomi–Weeks Laplace inversion 1
- adjustment coefficient 1
- affine coefficients 1
- bankruptcy 1
- barrier strategies 1
- boundary-value problem 1
- capital injection constraint 1
- capital injections 1
- capital surplus process 1
- completely monotone distributions 1
- de Finetti valuation objective 1
- diffusion-type process 1
- dividend payment 1
- dividends 1
- drawdown 1
- drawdown process 1
- error bounds 1
- first crossing time 1
- first hitting time 1
- first passage 1
- fluctuation theory 1
- general tax structure 1
-
Exit Problems for Lévy and Markov Processes with One-Sided Jumps and Related Topics
Publicat 2022Matèries: “…diffusion-type process…”
Obtenir text complet
Online