Occupation times of refracted Lévy processes (Q482802): Difference between revisions

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-.1007/s10959-013-0501-4
@@ Property / DOI: 10.1007/s10959-013-0501-4 / rank @@
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+MaRDI publication profile
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+W2044739946
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+.0756
@@ Property / arXiv ID: 1205.0756 / rank @@
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@@ Property / cites work @@
+On the optimal dividend problem for a spectrally negative Lévy process
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+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4183968
@@ Property / cites work: Q4183968 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk processes perturbed by α-stable Lévy motion
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+Ruin probabilities and decompositions for general perturbed risk processes.
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+Ruin probabilities for competing claim processes
@@ Property / cites work: Ruin probabilities for competing claim processes / rank @@
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@@ Property / cites work @@
+The Theory of Scale Functions for Spectrally Negative Lévy Processes
+Normal rank
@@ Property / cites work @@
+Ruin probabilities and overshoots for general Lévy insurance risk processes
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@@ Property / cites work @@
+On extreme ruinous behaviour of Lévy insurance risk processes
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@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
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@@ Property / cites work @@
+Refracted Lévy processes
@@ Property / cites work: Refracted Lévy processes / rank @@
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@@ Property / cites work @@
+Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
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@@ Property / cites work @@
+An insurance risk model with Parisian implementation delays
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@@ Property / cites work @@
+Occupation times of spectrally negative Lévy processes with applications
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@@ Property / cites work @@
+Scaling limits via excursion theory: interplay between Crump-Mode-Jagers branching processes and processor-sharing queues
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@@ Property / cites work @@
+Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
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@@ Property / cites work @@
+On suprema of Lévy processes and application in risk theory
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@@ Property / DOI @@
+.1007/S10959-013-0501-4
@@ Property / DOI: 10.1007/S10959-013-0501-4 / rank @@
+Normal rank