On the refracted-reflected spectrally negative Lévy processes (Q1683820): Difference between revisions

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+On the optimal dividend problem for a spectrally negative Lévy process
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+Optimal dividends in the dual model under transaction costs
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+Q4888858
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+Risk processes perturbed by α-stable Lévy motion
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+Ruin probabilities and decompositions for general perturbed risk processes.
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+Ruin probabilities for competing claim processes
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+Ruin probabilities and overshoots for general Lévy insurance risk processes
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+On extreme ruinous behaviour of Lévy insurance risk processes
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Refracted Lévy processes
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+Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes
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+Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
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+Occupation times of refracted Lévy processes
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+On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
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+REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL
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+On doubly reflected completely asymmetric Lévy processes.
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+On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum
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+An Excursion-Theoretical Approach to Some Boundary Crossing Problems and the Skorokhod Embedding for Reflected Lévy Processes
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+On the time spent in the red by a refracted L\'evy risk process
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+Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
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+On suprema of Lévy processes and application in risk theory
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