Browsing Waterloo Research by Author "Wong, Jeff T. Y."
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Poissonian potential measures for Lévy risk models
Landriault, David; Li, Bin; Wong, Jeff T. Y.; Xu, Di (Elsevier, 2018-09-01)This paper studies the potential (or resolvent) measures of spectrally negative Lévy processes killed on exiting (bounded or unbounded) intervals, when the underlying process is observed at the arrival epochs of an independent ...