Poissonian potential measures for Lévy risk models (Q1799648): Difference between revisions

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+W2887428348
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+Randomized observation periods for the compound Poisson risk model: Dividends
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+Randomized observation periods for the compound Poisson risk model: the discounted penalty function
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+Exit identities for Lévy processes observed at Poisson arrival times
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+FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES
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+On taxed spectrally negative Lévy processes with draw-down stopping
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+Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes
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+Lévy processes with adaptable exponent
@@ Property / cites work: Lévy processes with adaptable exponent / rank @@
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+A note on scale functions and the time value of ruin for Lévy insurance risk processes
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+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
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+The Theory of Scale Functions for Spectrally Negative Lévy Processes
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+Fluctuations of Lévy processes with applications. Introductory lectures
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+Analysis of a drawdown-based regime-switching Lévy insurance model
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+Expected utility of the drawdown-based regime-switching risk model with state-dependent termination
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+On magnitude, asymptotics and duration of drawdowns for Lévy models
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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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+A temporal approach to the Parisian risk model
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+Parisian ruin for a refracted Lévy process
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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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+Q4662395
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+On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps
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+On a risk model with randomized dividend-decision times
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+Stochastic modeling and fair valuation of drawdown insurance
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