Occupation times of refracted Lévy processes (Q482802): Difference between revisions

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+On the optimal dividend problem for a spectrally negative Lévy process
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+Q4888858
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+Q4183968
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+Risk processes perturbed by α-stable Lévy motion
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+Ruin probabilities and decompositions for general perturbed risk processes.
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+Ruin probabilities for competing claim processes
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+The Theory of Scale Functions for Spectrally Negative Lévy Processes
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+Ruin probabilities and overshoots for general Lévy insurance risk processes
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+On extreme ruinous behaviour of Lévy insurance risk processes
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Refracted Lévy processes
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+Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
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+An insurance risk model with Parisian implementation delays
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+Occupation times of spectrally negative Lévy processes with applications
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+Scaling limits via excursion theory: interplay between Crump-Mode-Jagers branching processes and processor-sharing queues
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+Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
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+On suprema of Lévy processes and application in risk theory
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