Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741): Difference between revisions

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-Xiao-Wen Zhou
@@ Property / author: Xiao-Wen Zhou / rank @@
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+Xiao-Wen Zhou
@@ Property / author: Xiao-Wen Zhou / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1239/jap/1183667411
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+W2160750516
@@ Property / OpenAlex ID: W2160750516 / rank @@
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@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
+Normal rank
@@ Property / cites work @@
+Smoothness of scale functions for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Some Optimal Dividends Problems
@@ Property / cites work: Some Optimal Dividends Problems / rank @@
+Normal rank
@@ Property / cites work @@
+Séminaire de Probabilités XXXVIII
@@ Property / cites work: Séminaire de Probabilités XXXVIII / rank @@
+Normal rank
@@ Property / cites work @@
+Risk processes perturbed by α-stable Lévy motion
+Normal rank
@@ Property / cites work @@
+Optimal Dividends
@@ Property / cites work: Optimal Dividends / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities and decompositions for general perturbed risk processes.
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@@ Property / cites work @@
+On extreme ruinous behaviour of Lévy insurance risk processes
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@@ Property / cites work @@
+Ruin probabilities and overshoots for general Lévy insurance risk processes
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@@ Property / cites work @@
+Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
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@@ Property / cites work @@
+The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
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@@ Property / cites work @@
+Spectrally negative Lévy processes with applications in risk theory
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+Publication:5443741