Open AccessA note on Lévy risk model with two-sided phase-type jumps
Author(s) -
Tatjana Slijepcevic-Mangera
Publication year - 2017
Publication title -
filomat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 34
eISSN - 2406-0933
pISSN - 0354-5180
DOI - 10.2298/fil1713209m
Subject(s) - mathematics , laplace transform , infimum and supremum , type (biology) , risk model , overshoot (microwave communication) , dividend , jump diffusion , jump , ruin theory , mathematical analysis , phase (matter) , diffusion , mathematical economics , economics , finance , computer science , ecology , telecommunications , physics , quantum mechanics , biology , thermodynamics , chemistry , organic chemistry
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