WU Rong, ZHANG Chunsheng. The Extreme Distribution for the Lévy Processes with Positive JumpingJ. Chinese Journal of Applied Probability and Statistics, 2003, 19(2): 125-129.
Citation: WU Rong, ZHANG Chunsheng. The Extreme Distribution for the Lévy Processes with Positive JumpingJ. Chinese Journal of Applied Probability and Statistics, 2003, 19(2): 125-129.
shu

The Extreme Distribution for the Lévy Processes with Positive Jumping

    Graphical Abstract
    • 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.
    • FullText(HTML)
  • loading
    • References (0)
    • Related Articles

Catalog

    Turn off MathJax
    Article Contents

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return