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Tail asymptotics for exponential functionals of Lévy processes |
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| Authors: | Krishanu Maulik Bert Zwart |
| Affiliation: | 1. Eurandom, P.O. Box 513, 5600 MB Eindhoven, The Netherlands;2. Department of Mathematics & Computer Science, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven, The Netherlands;3. CWI, P.O. Box 94079, 1090 GB Amsterdam, The Netherlands |
| Abstract: | |
| Keywords: | 60H25 60J30 60F10 |
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