Formula for the supremum distribution of a spectrally positive [alpha]-stable Lévy process

Zbigniew Michna

Statistics & Probability Letters, 2011, vol. 81, issue 2, 231-235

Abstract: In this article we derive formula for probability where Z={Z(t)} is a spectrally positive [alpha]-stable Lévy process with 0

Keywords: [alpha]-stable; Levy; process; Distribution; of; the; supremum; of; a; stochastic; process; Finite; time; ruin; probability (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (1)

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