Parisian excursion below a fixed level from the last record maximum of Lévy insurance risk process (Q2001232): Difference between revisions

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+W2807312520
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+.02083
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+Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
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+Q4888858
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+Smoothness of scale functions for spectrally negative Lévy processes
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+Brownian Excursions and Parisian Barrier Options
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+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
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+Perturbed Brownian motion and its application to Parisian option pricing
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels
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+Completely asymmetric Lévy processes confined in a finite interval
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+An insurance risk model with Parisian implementation delays
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+Parisian ruin probability for spectrally negative Lévy processes
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+Discounted penalty function at Parisian ruin for Lévy insurance risk process
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+On the drawdown of completely asymmetric Lévy processes
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+Pricing insurance drawdown-type contracts with underlying Lévy assets
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+Evaluating Scale Functions of Spectrally Negative Lévy Processes
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+Stochastic modeling and fair valuation of drawdown insurance
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