General draw-down times for refracted spectrally negative Lévy processes (Q2152244): Difference between revisions

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-Jie-Ming Zhou
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+Jie-Ming Zhou
@@ Property / author: Jie-Ming Zhou / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11009-022-09933-6
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+W4213088292
@@ Property / OpenAlex ID: W4213088292 / rank @@
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@@ Property / cites work @@
+On taxed spectrally negative Lévy processes with draw-down stopping
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@@ Property / cites work @@
+Fluctuation theory for level-dependent Lévy risk processes
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+\(n\)-dimensional Laplace transforms of occupation times for pre-exit diffusion 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 @@
+Gerber-Shiu risk theory
@@ Property / cites work: Gerber-Shiu risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+Occupation times of spectrally negative Lévy processes with applications
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@@ Property / cites work @@
+Formulas for stopped diffusion processes with stopping times based on the maximum
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@@ Property / cites work @@
+Parisian ruin for a refracted Lévy process
@@ Property / cites work: Parisian ruin for a refracted Lévy process / rank @@
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@@ Property / cites work @@
+The Joint Laplace Transforms for Diffusion Occupation Times
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@@ Property / cites work @@
+Exit problems for general draw-down times of spectrally negative Lévy processes
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+Occupation times of intervals until first passage times for spectrally negative Lévy processes
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@@ Property / cites work @@
+On the drawdown of completely asymmetric Lévy processes
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+Generalized refracted Lévy process and its application to exit problem
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@@ Property / cites work @@
+Laplace transforms related to excursions of a one-dimensional diffusion
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+Hitting, occupation and inverse local times of one-dimensional diffusions: Martingale and excursion approaches
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@@ Property / cites work @@
+On the time spent in the red by a refracted L\'evy risk process
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+General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes
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+A drawdown reflected spectrally negative Lévy process
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+Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions
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+On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments
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