Parisian quasi-stationary distributions for asymmetric Lévy processes (Q2406780): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Asymptotics for M/G/1 low-priority waiting-time tail probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3661894 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4888858 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Brownian Excursions and Parisian Barrier Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Perturbed Brownian motion and its application to Parisian option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4765076 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-stationary distributions and Yaglom limits of self-similar Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4137395 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random walks with negative drift conditioned to stay positive / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of conditioned processes on a countable state space / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the quasi-stationary distribution of the virtual waiting time in queues with Poisson arrivals / 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: Quasi-stationary distributions for Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: An insurance risk model with Parisian implementation delays / rank
 
Normal rank
Property / cites work
 
Property / cites work: De Finetti's optimal dividends problem with an affine penalty function at ruin / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-Stationary Workload in a Lévy-Driven Storage System / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-stationary distributions for a Brownian motion with drift and associated limit laws / rank
 
Normal rank
Property / cites work
 
Property / cites work: On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-stationary distributions for Markov chains on a general state space / rank
 
Normal rank

Latest revision as of 11:46, 14 July 2024

scientific article
Language Label Description Also known as
English
Parisian quasi-stationary distributions for asymmetric Lévy processes
scientific article

    Statements

    Parisian quasi-stationary distributions for asymmetric Lévy processes (English)
    0 references
    0 references
    0 references
    6 October 2017
    0 references
    quasi-stationary distribution
    0 references
    Lévy process
    0 references
    risk process
    0 references
    ruin probability
    0 references
    asymptotics
    0 references
    Parisian ruin
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references