The Joint Laplace Transforms for Diffusion Occupation Times (Q5396591): Difference between revisions

@@ 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 / full work available at URL @@
+https://doi.org/10.1239/aap/1386857857
+Normal rank
@@ Property / OpenAlex ID @@
+W1997567442
@@ Property / OpenAlex ID: W1997567442 / rank @@
+Normal rank
@@ Property / cites work @@
+FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES
+Normal rank
@@ Property / cites work @@
+Randomized observation periods for the compound Poisson risk model: Dividends
+Normal rank
@@ Property / cites work @@
+Randomized observation periods for the compound Poisson risk model: the discounted penalty function
+Normal rank
@@ Property / cites work @@
+The optimal dividend barrier in the gamma-omega model
+Normal rank
@@ Property / cites work @@
+Controlled diffusion models for optimal dividend pay-out
+Normal rank
@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
@@ Property / cites work @@
+Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options
+Normal rank
@@ Property / cites work @@
+The First Passage Problem for a Continuous Markov 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 @@
+Diffusion Processes in One Dimension
@@ Property / cites work: Diffusion Processes in One Dimension / rank @@
+Normal rank
@@ Property / cites work @@
+On optimal dividends: from reflection to refraction
+Normal rank
@@ Property / cites work @@
+The Omega model: from bankruptcy to occupation times in the red
+Normal rank
@@ Property / cites work @@
+Occupation times of refracted Lévy processes
@@ Property / cites work: Occupation times of refracted Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Occupation times of spectrally negative Lévy processes with applications
+Normal rank
@@ Property / cites work @@
+Occupation times of intervals until first passage times for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Laplace transforms related to excursions of a one-dimensional diffusion
+Normal rank
@@ Property / cites work @@
+Hitting, occupation and inverse local times of one-dimensional diffusions: Martingale and excursion approaches
+Normal rank
@@ Property / cites work @@
+Probability theory III. Stochastic calculus. Transl. from the Russian by P. B. Slater
+Normal rank
@@ Property / cites work @@
+The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise
+Normal rank
@@ Property / cites work @@
+Diffusion processes with continuous coefficients, I
+Normal rank
@@ Property / cites work @@
+Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory
+Normal rank
@@ Property / cites work @@
+Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion
+Normal rank