Occupation times for spectrally negative Levy processes on the last exit time

Li, YQ; Wei, YS; Peng, ZH

Li, YQ (corresponding author), Changsha Univ Sci & Technol, Sch Math & Stat, Hunan Prov Key Lab Math Modeling & Anal Engn, Changsha 410004, Hunan, Peoples R China.

STATISTICS & PROBABILITY LETTERS, 2021; 175 ():

Abstract

In this paper, adopting the Poisson approach and the perturbation approach for spectrally negative Levy processes (often abbreviated as SNLP), we cons......

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