A note on series representation for the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.svg" display="inline" id="d1e23"><mml:mi>q</mml:mi></mml:math>-scale function of a class of spectrally negative Lévy processes-Reference-Cited by-同舟云学术

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A note on series representation for the q-scale function of a class of spectrally negative Lévy processes

Published:2024-07 Issue: Volume:210 Page:110115
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Martín-González Ehyter M.^ORCID,Murillo-Salas Antonio,Pantí Henry

Publisher

Elsevier BV

Reference14 articles.

1. Ruin Probabilities;Asmussen,2010

2. On q-scale functions of spectrally negative Lévy processes;Behme;Adv. Appl. Probab.,2023

3. LÉvy Processes;Bertoin,1996

4. A note on scale functions and the time value of ruin for Lévy insurance risk processes;Biffis;Insurance Math. Econom.,2009

5. On a generalization of the EDPF to path-dependent penalties;Biffis;Insur. Math. Econ.,2010

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