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- W1495369116 abstract "We give a review of the state of the art with regard to the theory of scale functions for spectrally negative Lévy processes. From this we introduce a general method for generating new families of scale functions. Using this method we introduce a new family of scale functions belonging to the Gaussian Tempered Stable Convolution (GTSC) class. We give particular emphasis to special cases as well as cross-referencing their analytical behaviour against known general considerations." @default.
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- W1495369116 date "2011-01-01" @default.
- W1495369116 modified "2023-10-04" @default.
- W1495369116 title "Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes" @default.
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- W1495369116 doi "https://doi.org/10.1007/978-3-0348-0021-1_8" @default.
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