Occupation times of spectrally negative Lévy processes with applications (Q719777): Difference between revisions

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-.1016/j.spa.2011.07.008
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+Q4888858
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+Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
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+Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation
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+Smoothness of scale functions for spectrally negative Lévy processes
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+Brownian Excursions and Parisian Barrier Options
@@ Property / cites work: Brownian Excursions and Parisian Barrier Options / rank @@
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+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
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+How long is the surplus below zero?
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+Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes
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+Q4772511
@@ Property / cites work: Q4772511 / rank @@
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@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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+On extreme ruinous behaviour of Lévy insurance risk processes
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+The Theory of Scale Functions for Spectrally Negative Lévy Processes
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+A Ciesielski-Taylor type identity for positive self-similar Markov processes
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+Special, conjugate and complete scale functions for spectrally negative Lévy processes
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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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+De Finetti's optimal dividends problem with an affine penalty function at ruin
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+On an explicit Skorokhod embedding for spectrally negative Lévy processes
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+Evaluating Scale Functions of Spectrally Negative Lévy Processes
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+Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion
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@@ Property / DOI @@
+.1016/J.SPA.2011.07.008
@@ Property / DOI: 10.1016/J.SPA.2011.07.008 / rank @@
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