Gambler's ruin problem in a Markov-modulated jump-diffusion risk model (Q5042786): Difference between revisions

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+Q3560912
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+OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS
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+Smoothness of scale functions for spectrally negative Lévy processes
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+Phase-type Fitting of scale functions for spectrally negative Lévy processes
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+Complete discounted cash flow valuation
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+Banach contraction principle and ruin probabilities in regime-switching models
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+Occupation densities in solving exit problems for Markov additive processes and their reflections
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+Optimal Dividend Policy when Cash Reserves Follow a Jump-Diffusion Process Under Markov-Regime Switching
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+Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching
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+Optimal dividend distribution under Markov regime switching
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+Q3526631
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+On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
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