On the Parisian ruin of the dual Lévy risk model (Q4684916): Difference between revisions

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+On the dual risk model with tax payments
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+A Lévy Insurance Risk Process with Tax
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+Optimal Dividends in the Dual Model with Diffusion
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+Optimal dividends in the dual model
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+Q2890528
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+On optimal periodic dividend strategies in the dual model with diffusion
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+On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
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+Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes
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+ON OPTIMAL DIVIDENDS IN THE DUAL MODEL
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+Optimal dividends in the dual model under transaction costs
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+Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
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+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+Brownian Excursions and Parisian Barrier Options
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+On a generalization from ruin to default in a Lévy insurance risk model
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+On the Time Value of Ruin
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+Path decomposition of ruinous behavior for a general Lévy insurance risk process
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+Fatou's lemma and Lebesgue's convergence theorem for measures
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+Diffusion approximations in collective risk theory
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+Ruin probabilities and overshoots for general Lévy insurance risk processes
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+The Theory of Scale Functions for Spectrally Negative Lévy Processes
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+On a perturbed dual risk model with dependence between inter-gain times and gain sizes
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+An optimal dividends problem with transaction costs for spectrally negative Lévy processes
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+Parisian ruin probability for spectrally negative Lévy processes
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+Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
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+SOME ADVANCES ON THE ERLANG(<i>n</i>) DUAL RISK MODEL
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+Stochastic-Process Limits
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+On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps
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+The ruin time under the Sparre Andersen dual model
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+Optimal dividend problem with a terminal value for spectrally positive Lévy processes
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+ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
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+Lévy insurance risk process with Poissonian taxation
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+Optimal dividends and capital injections in the dual model with a random time horizon
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