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

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  • 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.
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