Occupation times of spectrally negative Lévy processes with applications (Q719777): Difference between revisions

@@ Property / author @@
-Xiao-Wen Zhou
@@ Property / author: Xiao-Wen Zhou / rank @@
-Normal rank
@@ Property / author @@
+Xiao-Wen Zhou
@@ Property / author: Xiao-Wen Zhou / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1995376772
@@ Property / OpenAlex ID: W1995376772 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.3448
@@ Property / arXiv ID: 1012.3448 / rank @@
+Normal rank
@@ 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 @@
+Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation
+Normal rank
@@ Property / cites work @@
+Smoothness of scale functions for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Brownian Excursions and Parisian Barrier Options
@@ Property / cites work: Brownian Excursions and Parisian Barrier Options / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
+Normal rank
@@ Property / cites work @@
+How long is the surplus below zero?
@@ Property / cites work: How long is the surplus below zero? / rank @@
+Normal rank
@@ Property / cites work @@
+Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes
+Normal rank
@@ Property / cites work @@
+Q4772511
@@ Property / cites work: Q4772511 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+On extreme ruinous behaviour of Lévy insurance risk processes
+Normal rank
@@ Property / cites work @@
+The Theory of Scale Functions for Spectrally Negative Lévy Processes
+Normal rank
@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+Normal rank
@@ Property / cites work @@
+A Ciesielski-Taylor type identity for positive self-similar Markov processes
+Normal rank
@@ Property / cites work @@
+Special, conjugate and complete scale functions for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+An insurance risk model with Parisian implementation delays
+Normal rank
@@ Property / cites work @@
+Parisian ruin probability for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+De Finetti's optimal dividends problem with an affine penalty function at ruin
+Normal rank
@@ Property / cites work @@
+On an explicit Skorokhod embedding for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Evaluating Scale Functions of Spectrally Negative Lévy Processes
+Normal rank
@@ Property / cites work @@
+Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:719777