✦ LIBER ✦

Lévy systems and the time value of ruin for Markov additive processes

✍ Scribed by Zied Ben Salah, Manuel Morales

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Lévy systems of Markov additive processe

✍ Erhan Çinlar 📂 Article 📅 1975 🏛 Springer 🌐 English ⚖ 566 KB

The Entrance Laws of Self-Similar Markov

✍ Jean Bertoin; Marc Yor 📂 Article 📅 2002 🏛 Springer Netherlands 🌐 English ⚖ 109 KB

Regularity of the Cauchy principal value

✍ Jean Bertoin; Maria-Emilia Caballero 📂 Article 📅 1999 🏛 Elsevier Science 🌐 French ⚖ 528 KB

Inversions of Lévy Measures and the Rela

✍ Grabchak, Michael 📂 Article 📅 2013 🏛 Springer US 🌐 English ⚖ 226 KB

The law of the iterated logarithm for lo

✍ In-Suk Wee 📂 Article 📅 1992 🏛 Springer 🌐 English ⚖ 628 KB

The central limit theorem for additive f

✍ V. S. Korolyuk 📂 Article 📅 1987 🏛 Springer US 🌐 English ⚖ 493 KB