On a time-changed Lévy risk model with capital injections and periodic observation (Q6094062): Difference between revisions

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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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+On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
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+Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
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+Fourier-cosine method for Gerber-Shiu functions
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+Fourier-cosine method for ruin probabilities
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+A unifying approach to the analysis of business with random gains
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+An insurance risk model with stochastic volatility
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+A general framework for time-changed Markov processes and applications
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+Gerber-Shiu analysis of a risk model with capital injections
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+Some Optimal Dividends Problems
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+Minimising expected discounted capital injections by reinsurance in a classical risk model
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+A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions
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+Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions
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+Two singular diffusion problems
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+Optimal dividend strategies in a Cramér-Lundberg model with capital injections
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+On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model
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+The finite time ruin probability in a risk model with capital injections
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+Finite-time dividend problems in a Lévy risk model under periodic observation
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+Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion
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+Pricing Barrier and Bermudan Style Options Under Time-Changed Lévy Processes: Fast Hilbert Transform Approach
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+ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS
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+Efficient Pricing of European-Style Asian Options under Exponential Lévy Processes Based on Fourier Cosine Expansions
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+Pricing of early-exercise Asian options under Lévy processes based on Fourier cosine expansions
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