A Storage Process with Alternating Lévy Input
- Hansjörg Albrecher ,
Corresponding Author
Hansjörg Albrecher
[email protected]https://orcid.org/0000-0002-5434-9270
Faculty of Business and Economics, University of Lausanne and Swiss Finance Institute, 1015 Lausanne, Switzerland
- Onno Boxma ,
Onno Boxma
[email protected]https://orcid.org/0000-0003-4317-5380
EURANDOM and Department of Mathematics and Computer Science, Eindhoven University of Technology, 5612 AZ Eindhoven, Netherlands
- Offer Kella ,
Offer Kella
[email protected]https://orcid.org/0000-0002-6433-5470
Department of Statistics and Data Science, The Hebrew University of Jerusalem, Jerusalem 9190501, Israel
- Michel Mandjes
Michel Mandjes
[email protected]https://orcid.org/0000-0001-6783-4833
Mathematical Institute, Leiden University, 2311 EZ Leiden, Netherlands; and Korteweg-de Vries Institute for Mathematics, University of Amsterdam, 1012 WP Amsterdam, Netherlands
Corresponding Author
Hansjörg Albrecher
[email protected]https://orcid.org/0000-0002-5434-9270
Faculty of Business and Economics, University of Lausanne and Swiss Finance Institute, 1015 Lausanne, Switzerland
Onno Boxma
[email protected]https://orcid.org/0000-0003-4317-5380
EURANDOM and Department of Mathematics and Computer Science, Eindhoven University of Technology, 5612 AZ Eindhoven, Netherlands
Offer Kella
[email protected]https://orcid.org/0000-0002-6433-5470
Department of Statistics and Data Science, The Hebrew University of Jerusalem, Jerusalem 9190501, Israel
Michel Mandjes
[email protected]https://orcid.org/0000-0001-6783-4833
Mathematical Institute, Leiden University, 2311 EZ Leiden, Netherlands; and Korteweg-de Vries Institute for Mathematics, University of Amsterdam, 1012 WP Amsterdam, Netherlands
