Exit Problems for Lévy and Markov Processes with One-Sided Jumps and Related Topics (Record no. 34675)

MARC details
000 -LEADER
fixed length control field 01738nam a2200133Ia 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 220620s9999||||xx |||||||||||||| ||und||
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783040000000
245 #0 - TITLE STATEMENT
Title Exit Problems for Lévy and Markov Processes with One-Sided Jumps and Related Topics
546 ## - LANGUAGE NOTE
Language note English[eng]
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Lévy processes||non-random overshoots||skip-free random walks||fluctuation theory||scale functions||capital surplus process||dividend payment||optimal control||capital injection constraint||spectrally negative Lévy processes||reflected Lévy processes||first passage||drawdown process||spectrally negative process||dividends||de Finetti valuation objective||variational problem||stochastic control||optimal dividends||Parisian ruin||log-convexity||barrier strategies||adjustment coefficient||logarithmic asymptotics||quadratic programming problem||ruin probability||two-dimensional Brownian motion||spectrally negative Lévy process||general tax structure||first crossing time||joint Laplace transform||potential measure||Laplace transform||first hitting time||diffusion-type process||running maximum and minimum processes||boundary-value problem||normal reflection||Sparre Andersen model||heavy tails||completely monotone distributions||error bounds||hyperexponential distribution||reflected Brownian motion||linear diffusions||drawdown||Segerdahl process||affine coefficients||spectrally negative Markov process||hypergeometric functions||capital injections||bankruptcy||reflection and absorption||Pollaczek–Khinchine formula||scale function||Padé approximations||Laguerre series||Tricomi–Weeks Laplace inversion
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Avram, Florin
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://mdpi.com/books/pdfview/book/3954">https://mdpi.com/books/pdfview/book/3954</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type E-Books
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        Kerala University of Digital Sciences, Innovation and Technology Knowledge Centre Kerala University of Digital Sciences, Innovation and Technology Knowledge Centre 20/06/2022   20/06/2022 20/06/2022 E-Books