Pages that link to "Item:Q444361"
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The following pages link to Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361):
Displayed 43 items.
- Exit identities for Lévy processes observed at Poisson arrival times (Q282534) (← links)
- Some ruin problems for the MAP risk model (Q896202) (← links)
- On a risk model with claim investigation (Q896741) (← links)
- Parisian ruin probability for Markov additive risk processes (Q1712241) (← links)
- Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
- An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
- Occupation times of intervals until last passage times for spectrally negative Lévy processes (Q1800500) (← links)
- Lévy systems and the time value of ruin for Markov additive processes (Q1936473) (← links)
- Optimal dividends in the dual model under transaction costs (Q2015482) (← links)
- Structural pricing of CoCos and deposit insurance with regime switching and jumps (Q2036863) (← links)
- On scale functions for Lévy processes with negative phase-type jumps (Q2052939) (← links)
- Exit problems for positive self-similar Markov processes with one-sided jumps (Q2091523) (← links)
- An optimal stopping problem for spectrally negative Markov additive processes (Q2145820) (← links)
- A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model (Q2157428) (← links)
- Local times for spectrally negative Lévy processes (Q2183759) (← links)
- Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255) (← links)
- Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
- Occupation times in the MAP risk model (Q2260947) (← links)
- Splitting and time reversal for Markov additive processes (Q2360247) (← links)
- The tax identity for Markov additive risk processes (Q2445485) (← links)
- Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- Occupation Times for Markov-Modulated Brownian Motion (Q2897162) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- Exit Problems for Reflected Markov-Modulated Brownian Motion (Q3165488) (← links)
- Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903) (← links)
- Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← links)
- A note on chaotic and predictable representations for Itô–Markov additive processes (Q4685693) (← links)
- Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (Q5005018) (← links)
- Ruin probabilities for risk process in a regime-switching environment (Q5042780) (← links)
- Gambler's ruin problem in a Markov-modulated jump-diffusion risk model (Q5042786) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- Potential measures of one-sided Markov additive processes with reflecting and terminating barriers (Q5176526) (← links)
- First passage problems for upwards skip-free random walks via the scale functions paradigm (Q5203941) (← links)
- Exit problems for general draw-down times of spectrally negative Lévy processes (Q5226250) (← links)
- On the central management of risk networks (Q5233165) (← links)
- Exact boundaries in sequential testing for phase-type distributions (Q5245635) (← links)
- Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)
- Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes (Q5880987) (← links)
- A series expansion formula of the scale matrix with applications in CUSUM analysis (Q6123282) (← links)