一类具有正跳的Lévy过程的一个极值分布
The Extreme Distribution for the Lévy Processes with Positive Jumping
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摘要: 本文利用风险分析中的破产概率与带正跳的Lévy过程的一类极值分布间的关系,求得了该极值分布的表达式。Abstract: In this paper, the extreme distribution for the Lévy processes with positive jumping are given by the relations of the extreme distribution and ruin probability.