- Loss rate for a general Lévy process with downward periodic barrier
Description
- Title: Loss rate for a general Lévy process with downward periodic barrier
- Group publication title: Journal of Applied Probability ; spec. v. 48 A
- Collective work title: New frontiers in applied probability : a festschrift for Søren Asmussen ; Journal of Applied Probability
- Creator: Palmowski, Zbigniew ; Świątek, Przemysław
- Pages: S. 99-108
- Description: Zawiera streszczenie. ; Zawiera bibliografię.
- Language of abstract: eng
- Publisher: Applied Probability Trust
- Place of publishing: Sheffield
- Date issued: 2011
- Type: Tekst
- Language: eng
- Has version: http://dx.doi.org/10.1239/jap/1318940458
- Detailed object type: rozdz
- Object type: Rozdział