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Article: Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory
Title | Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory |
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Authors | |
Keywords | Fluctuation identity generalized Dickson’s formula occupation time scale function spectrally negative Lévy processes suprema and infima |
Issue Date | 2014 |
Publisher | Springer. The Journal's web site is located at http://www.springer.com/math/journal/11464 |
Citation | Frontiers of Mathematics in China, 2014, v. 9 n. 6, p. 1453-1471 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/199244 |
ISSN | 2023 Impact Factor: 0.8 2020 SCImago Journal Rankings: 0.482 |
ISI Accession Number ID |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Yin, C | en_US |
dc.contributor.author | Yuen, KC | en_US |
dc.date.accessioned | 2014-07-22T01:09:57Z | - |
dc.date.available | 2014-07-22T01:09:57Z | - |
dc.date.issued | 2014 | - |
dc.identifier.citation | Frontiers of Mathematics in China, 2014, v. 9 n. 6, p. 1453-1471 | en_US |
dc.identifier.issn | 1673-3452 | - |
dc.identifier.uri | http://hdl.handle.net/10722/199244 | - |
dc.language | eng | en_US |
dc.publisher | Springer. The Journal's web site is located at http://www.springer.com/math/journal/11464 | en_US |
dc.relation.ispartof | Frontiers of Mathematics in China | en_US |
dc.rights | The original publication is available at www.springerlink.com | en_US |
dc.rights | The original publication is available at www.springerlink.com | - |
dc.subject | Fluctuation identity | - |
dc.subject | generalized Dickson’s formula | - |
dc.subject | occupation time | - |
dc.subject | scale function | - |
dc.subject | spectrally negative Lévy processes | - |
dc.subject | suprema and infima | - |
dc.title | Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory | en_US |
dc.type | Article | en_US |
dc.identifier.email | Yuen, KC: kcyuen@hku.hk | en_US |
dc.identifier.authority | Yuen, KC=rp00836 | en_US |
dc.description.nature | postprint | - |
dc.identifier.doi | 10.1007/s11464-013-0186-5 | en_US |
dc.identifier.scopus | eid_2-s2.0-84908099245 | - |
dc.identifier.hkuros | 231737 | en_US |
dc.identifier.eissn | 1673-3576 | - |
dc.identifier.isi | WOS:000342440400013 | - |
dc.publisher.place | Netherlands | en_US |
dc.identifier.issnl | 1673-3452 | - |