Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121): Difference between revisions

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-Chuan-Cun Yin
@@ Property / author: Chuan-Cun Yin / rank @@
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-Q1413281
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@@ Property / author @@
+Chuan-Cun Yin
@@ Property / author: Chuan-Cun Yin / rank @@
+Normal rank
@@ Property / author @@
+Kam-Chuen Yuen
@@ Property / author: Kam-Chuen Yuen / rank @@
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+MaRDI publication profile
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+W3105198642
@@ Property / OpenAlex ID: W3105198642 / rank @@
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+.0445
@@ Property / arXiv ID: 1101.0445 / rank @@
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@@ Property / cites work @@
+Some remarks on first passage of Lévy processes, the American put and pasting principles
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+Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
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+Passage times for a spectrally negative Lévy process with applications to risk theory
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+Occupation times of spectrally negative Lévy processes with applications
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+Spectrally negative Lévy processes with applications in risk theory
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+Some fluctuation identities for Lévy processes with jumps of the same sign
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+Publication:2258121