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

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