Stylized Model of Lévy Process in Risk Estimation

Risk management is a popular and important problem in academia and industry. From a small-scale system, such as city logistics, to a large-scale system, such as the supply chain of a global industrial or financial system, efficient risk management is required to prevent loss from uncertainty. In thi...

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Bibliographic Details
Main Authors: Xin Yun, Yanyi Ye, Hao Liu, Yi Li, Kin-Keung Lai
Format: Article
Language:English
Published: MDPI AG 2023-03-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/11/6/1414