Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.cam.2018.11.001 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2901636975 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distribution of the Present Value of Dividend Payments in a Lévy Risk Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Refracted Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fluctuations of Lévy processes with applications. Introductory lectures / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Optimal Dividends Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Randomized observation periods for the compound Poisson risk model: Dividends / rank
 
Normal rank
Property / cites work
 
Property / cites work: The optimal dividend barrier in the gamma-omega model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dividend problems in the dual risk model with exponentially distributed observation time / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimal periodic dividend strategies in the dual model with diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimal periodic dividend strategies for Lévy risk processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the optimality of periodic barrier strategies for a spectrally positive Lévy process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectrally negative Lévy processes with Parisian reflection below and classical reflection above / rank
 
Normal rank
Property / cites work
 
Property / cites work: Erlangian Approximations for Finite-Horizon Ruin Probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Markov additive risk process under an Erlangized dividend barrier strategy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Occupation times of intervals until first passage times for spectrally negative Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introductory lectures on fluctuations of Lévy processes with applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exit identities for Lévy processes observed at Poisson arrival times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2801426 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied Probability and Queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3526631 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Occupation densities in solving exit problems for Markov additive processes and their reflections / rank
 
Normal rank

Latest revision as of 00:54, 18 July 2024

scientific article
Language Label Description Also known as
English
Spectrally negative Lévy risk model under Erlangized barrier strategy
scientific article

    Statements

    Spectrally negative Lévy risk model under Erlangized barrier strategy (English)
    0 references
    0 references
    0 references
    0 references
    29 January 2019
    0 references
    0 references
    spectrally negative Lévy risk process
    0 references
    randomized observation
    0 references
    barrier strategy
    0 references
    scale function
    0 references
    0 references
    0 references
    0 references