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"On the Time Spent in the Red by a Refracted Lévy Risk Process."

Jean-François Renaud (2014)

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DOI: 10.1017/S0021900200012043

access: closed

type: Journal Article

metadata version: 2020-04-16

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Jean-François Renaud:
On the Time Spent in the Red by a Refracted Lévy Risk Process. J. Appl. Probab. 51(4): 1171-1188 (2014)

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