Evaluating Scale Functions of Spectrally Negative Lévy Processes (Q5459914): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Normalize DOI.
 
(3 intermediate revisions by 3 users not shown)
Property / DOI
 
Property / DOI: 10.1239/jap/1208358957 / rank
Normal rank
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1239/jap/1208358957 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1983299089 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Fourier-series method for inverting transforms of probability distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the optimal dividend problem for a spectrally negative Lévy process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4888858 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the First Exit Time of a Completely Asymmetric Stable Process from a Finite Interval / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothness of scale functions for spectrally negative Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multidimensional transform inversion with applications to the transient \(M/G/1\) queue / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3323133 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scale functions of Lévy processes and busy periods of finite-capacity M/GI/1 queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: The probability of ruin for the inverse Gaussian and related processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the probability of ruin for infinitely divisible claim amount distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal capital structure and endogenous default / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introductory lectures on fluctuations of Lévy processes with applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4662394 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels / rank
 
Normal rank
Property / cites work
 
Property / cites work: Completely asymmetric Lévy processes confined in a finite interval / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4062521 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum / rank
 
Normal rank
Property / cites work
 
Property / cites work: Evaluating first-passage probabilities for spectrally one-sided Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectrally negative Lévy processes with applications in risk theory / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1239/JAP/1208358957 / rank
 
Normal rank

Latest revision as of 17:02, 30 December 2024

scientific article; zbMATH DE number 5270297
Language Label Description Also known as
English
Evaluating Scale Functions of Spectrally Negative Lévy Processes
scientific article; zbMATH DE number 5270297

    Statements

    Evaluating Scale Functions of Spectrally Negative Lévy Processes (English)
    0 references
    0 references
    30 April 2008
    0 references
    Lévy process
    0 references
    scale function
    0 references
    Laplace transform
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references