On weighted occupation times for refracted spectrally negative Lévy processes (Q1645119): Difference between revisions

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+Controlled diffusion models for optimal dividend pay-out
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+Q4888858
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+Smoothness of scale functions for spectrally negative Lévy processes
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+On Optimal Dividend Strategies In The Compound Poisson Model
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+The Omega model: from bankruptcy to occupation times in the red
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+Optimality of Refraction Strategies for Spectrally Negative Lévy Processes
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+Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes
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+The Theory of Scale Functions for Spectrally Negative Lévy Processes
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+Fluctuations of Lévy processes with applications. Introductory lectures
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+Refracted Lévy processes
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+Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes
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+Occupation times of refracted Lévy processes
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+Occupation times of spectrally negative Lévy processes with applications
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+Fluctuations of Omega-killed spectrally negative Lévy processes
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+On pre-exit joint occupation times for spectrally negative Lévy processes
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+Two-sided discounted potential measures for spectrally negative Lévy processes
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+The compound Poisson risk model with a threshold dividend strategy
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+Occupation times of intervals until first passage times for spectrally negative Lévy processes
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+On the time spent in the red by a refracted L\'evy risk process
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+Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
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+Occupation times of refracted double exponential jump diffusion processes
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