n-Dimensional Laplace Transforms of Occupation Times for Spectrally Negative Lévy Processes

Author： Kuang Xuebing   Zhou Xiaowen  

Publisher： MDPI

E-ISSN： 2227-9091|5|1|8-8

ISSN： 2227-9091

Source： Risks, Vol.5, Iss.1, 2017-01, pp. : 8-8

Access to resources Favorite

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Ruin Time and Severity for a Lévy Subordinator Claim Process: A Simple Approach

By Lefèvre Claude   Picard Philippe  

Risks, Vol. 1, Iss. 3, 2013-12 ,pp. : 192-212

MDPI

Access to resources Recommend Favorite

Negative Binomial Kumaraswamy-G Cure Rate Regression Model

By D’Andrea Amanda   Rocha Ricardo   Tomazella Vera   Louzada Francisco  

Journal of Risk and Financial Management, Vol. 11, Iss. 1, 2018-01 ,pp. : 6-6

MDPI

Access to resources Recommend Favorite

Positive Alpha and Negative Beta (A Strategy for Counteracting Systematic Risk)

By Noddeboe Erik Sonne   Faergemann Hans Christian  

International Journal of Financial Studies, Vol. 3, Iss. 4, 2015-09 ,pp. : 431-450

MDPI

Access to resources Recommend Favorite

Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity

By Ishida Isao   Kvedaras Virmantas  

Econometrics, Vol. 3, Iss. 1, 2015-01 ,pp. : 2-54

MDPI

Access to resources Recommend Favorite

Nonparametric Regression Estimation for Multivariate Null Recurrent Processes

By Cai Biqing   Tjøstheim Dag  

Econometrics, Vol. 3, Iss. 2, 2015-04 ,pp. : 265-288

MDPI

Access to resources Recommend Favorite