Loss rate asymptotics for reflected Lévy processes

    Activity: Presentations, memberships, employment, ownership and other activities › Lecture and oral contribution

    Description

    Emneord: Levy process, reflection, loss rate, asymptotics, heavy tail, asymptotics.
    Period10 Sept 2007
    Event title15th European Young Statisticians Meeting-EYSM
    Event typeConference
    LocationCastro Urdiales, SpainShow on map

    Keywords

    • Levy process, reflection, loss rate, asymptotics, heavy tail, asymptotics.