Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (Q730354): Difference between revisions

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-Hansjoerg Albrecher
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+Hansjoerg Albrecher
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+MaRDI publication profile
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+W2962699628
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+.03848
@@ Property / arXiv ID: 1507.03848 / rank @@
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@@ Property / cites work @@
+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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+A Lévy Insurance Risk Process with Tax
@@ Property / cites work: A Lévy Insurance Risk Process with Tax / rank @@
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+Lévy processes with adaptable exponent
@@ Property / cites work: Lévy processes with adaptable exponent / rank @@
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+Q4223075
@@ Property / cites work: Q4223075 / rank @@
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+Applications of factorization embeddings for Lévy processes
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+Transient analysis of a stationary Lévy-driven queue
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+Meromorphic Lévy processes and their fluctuation identities
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+Introductory lectures on fluctuations of Lévy processes with applications.
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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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+Parisian ruin probability for spectrally negative Lévy processes
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+Publication:730354