On the time spent in the red by a refracted L\'evy risk process (Q5176527): Difference between revisions

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+.4619
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+FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES
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+Randomized observation periods for the compound Poisson risk model: Dividends
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+Randomized observation periods for the compound Poisson risk model: the discounted penalty function
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+The optimal dividend barrier in the gamma-omega model
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+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
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+Phase-type Fitting of scale functions for spectrally negative Lévy processes
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+The Omega model: from bankruptcy to occupation times in the red
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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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+Gerber-Shiu risk theory
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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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+An insurance risk model with Parisian implementation delays
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+Parisian ruin probability for 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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