On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments (Q1644204): Difference between revisions

@@ 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/10.1016/j.spl.2018.05.013
+Normal rank
@@ Property / OpenAlex ID @@
+W2804966784
@@ Property / OpenAlex ID: W2804966784 / rank @@
+Normal rank
@@ Property / cites work @@
+Dividend problems in the dual risk model
@@ Property / cites work: Dividend problems in the dual risk model / rank @@
+Normal rank
@@ Property / cites work @@
+On the dual risk model with Parisian implementation delays in dividend payments
+Normal rank
@@ Property / cites work @@
+Dividend problem with Parisian delay for a spectrally negative Lévy risk process
+Normal rank
@@ Property / cites work @@
+A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes
+Normal rank
@@ Property / cites work @@
+On barrier strategy dividends with Parisian implementation delay for classical surplus processes
+Normal rank
@@ Property / cites work @@
+On The Expected Discounted Penalty function for Lévy Risk Processes
+Normal rank
@@ Property / cites work @@
+Fluctuations of Lévy processes with applications. Introductory lectures
+Normal rank
@@ Property / cites work @@
+Occupation times of spectrally negative Lévy processes with applications
+Normal rank
@@ Property / cites work @@
+An insurance risk model with Parisian implementation delays
+Normal rank
@@ Property / cites work @@
+On pre-exit joint occupation times for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Parisian ruin probability for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Occupation times of intervals until first passage times for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+On the expected discounted penalty function for a perturbed risk process driven by a subordinator
+Normal rank
@@ Property / cites work @@
+ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
+Normal rank
@@ Property / cites work @@
+The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1644204