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Article: Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory

TitleExact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory
Authors
Yin, CYuen, KC
KeywordsFluctuation identity
generalized Dickson’s formula
occupation time
scale function
spectrally negative Lévy processes
suprema and infima
Issue Date2014
PublisherSpringer. 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?
DOI: http://dx.doi.org/10.1007/s11464-013-0186-5
Persistent Identifierhttp://hdl.handle.net/10722/199244
ISSN
1673-3452
2023 Impact Factor: 0.8
2020 SCImago Journal Rankings: 0.482
ISI Accession Number ID
WOS:000342440400013

 

DC FieldValueLanguage
dc.contributor.authorYin, Cen_US
dc.contributor.authorYuen, KCen_US
dc.date.accessioned2014-07-22T01:09:57Z-
dc.date.available2014-07-22T01:09:57Z-
dc.date.issued2014-
dc.identifier.citationFrontiers of Mathematics in China, 2014, v. 9 n. 6, p. 1453-1471en_US
dc.identifier.issn1673-3452-
dc.identifier.urihttp://hdl.handle.net/10722/199244-
dc.languageengen_US
dc.publisherSpringer. The Journal's web site is located at http://www.springer.com/math/journal/11464en_US
dc.relation.ispartofFrontiers of Mathematics in Chinaen_US
dc.rightsThe original publication is available at www.springerlink.comen_US
dc.rightsThe original publication is available at www.springerlink.com-
dc.subjectFluctuation identity-
dc.subjectgeneralized Dickson’s formula-
dc.subjectoccupation time-
dc.subjectscale function-
dc.subjectspectrally negative Lévy processes-
dc.subjectsuprema and infima-
dc.titleExact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theoryen_US
dc.typeArticleen_US
dc.identifier.emailYuen, KC: kcyuen@hku.hken_US
dc.identifier.authorityYuen, KC=rp00836en_US
dc.description.naturepostprint-
dc.identifier.doi10.1007/s11464-013-0186-5en_US
dc.identifier.scopuseid_2-s2.0-84908099245-
dc.identifier.hkuros231737en_US
dc.identifier.eissn1673-3576-
dc.identifier.isiWOS:000342440400013-
dc.publisher.placeNetherlandsen_US
dc.identifier.issnl1673-3452-

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