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

@@ Property / DOI @@
-.1007/s10959-013-0501-4
@@ Property / DOI: 10.1007/s10959-013-0501-4 / rank @@
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@@ Property / author @@
-Andreas E. Kyprianou
@@ Property / author: Andreas E. Kyprianou / rank @@
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@@ Property / author @@
-Juan Carlos Pardo
@@ Property / author: Juan Carlos Pardo / rank @@
-Normal rank
@@ Property / author @@
-José Luis Pérez Garmendia
@@ Property / author: José Luis Pérez Garmendia / rank @@
-Normal rank
@@ Property / author @@
+Andreas E. Kyprianou
@@ Property / author: Andreas E. Kyprianou / rank @@
+Normal rank
@@ Property / author @@
+Juan Carlos Pardo
@@ Property / author: Juan Carlos Pardo / rank @@
+Normal rank
@@ Property / author @@
+José Luis Pérez Garmendia
@@ Property / author: José Luis Pérez Garmendia / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2044739946
@@ Property / OpenAlex ID: W2044739946 / rank @@
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@@ Property / arXiv ID @@
+.0756
@@ Property / arXiv ID: 1205.0756 / rank @@
+Normal rank
@@ Property / cites work @@
+On the optimal dividend problem for a spectrally negative Lévy process
+Normal rank
@@ Property / cites work @@
+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
+Normal rank
@@ Property / cites work @@
+Ruin probabilities and decompositions for general perturbed risk processes.
+Normal rank
@@ Property / cites work @@
+Ruin probabilities for competing claim processes
@@ Property / cites work: Ruin probabilities for competing claim processes / rank @@
+Normal rank
@@ 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
+Normal rank
@@ Property / cites work @@
+On extreme ruinous behaviour of Lévy insurance risk processes
+Normal rank
@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+Normal rank
@@ Property / cites work @@
+Refracted Lévy processes
@@ Property / cites work: Refracted Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
+Normal rank
@@ Property / cites work @@
+An insurance risk model with Parisian implementation delays
+Normal rank
@@ Property / cites work @@
+Occupation times of spectrally negative Lévy processes with applications
+Normal rank
@@ Property / cites work @@
+Scaling limits via excursion theory: interplay between Crump-Mode-Jagers branching processes and processor-sharing queues
+Normal rank
@@ Property / cites work @@
+Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
+Normal rank
@@ Property / cites work @@
+On suprema of Lévy processes and application in risk theory
+Normal rank
@@ Property / DOI @@
+.1007/S10959-013-0501-4
@@ Property / DOI: 10.1007/S10959-013-0501-4 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:482802