Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum (Q4903039): Difference between revisions

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+Lundberg's risk process with tax
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+Normal rank
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+A Lévy Insurance Risk Process with Tax
@@ Property / cites work: A Lévy Insurance Risk Process with Tax / rank @@
+Normal rank
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+Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
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+Q4888858
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+Normal rank
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+Stochastic Integration with Jumps
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+Normal rank
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+The Theory of Scale Functions for Spectrally Negative Lévy Processes
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+General tax Structures and the Lévy Insurance Risk Model
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Perturbed Brownian motions
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+Normal rank