Pages that link to "Item:Q718902"

The following pages link to Smoothness of scale functions for spectrally negative Lévy processes (Q718902):

Displaying 34 items.

• Optimality of Refraction Strategies for Spectrally Negative Lévy Processes (Q2807401) (← links)
• Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
• Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
• Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model (Q3385438) (← links)
• General tax Structures and the Lévy Insurance Risk Model (Q3402064) (← links)
• An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem (Q3450458) (← links)
• A Lévy Insurance Risk Process with Tax (Q3516409) (← links)
• An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (Q3621149) (← links)
• REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL (Q4563792) (← links)
• On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models (Q4611286) (← links)
• OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS (Q4979886) (← links)
• Draw-down Parisian ruin for spectrally negative Lévy processes (Q5005045) (← links)
• Gambler's ruin problem in a Markov-modulated jump-diffusion risk model (Q5042786) (← links)
• Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes (Q5055203) (← links)
• How long does the surplus stay close to its historical high? (Q5086633) (← links)
• On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models (Q5106718) (← links)
• The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
• Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes (Q5136747) (← links)
• ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (Q5214827) (← links)
• Exit problems for general draw-down times of spectrally negative Lévy processes (Q5226250) (← links)
• A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time (Q5242231) (← links)
• ON OPTIMAL DIVIDENDS IN THE DUAL MODEL (Q5398355) (← links)
• Precautionary measures for credit risk management in jump models (Q5411898) (← links)
• On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
• Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741) (← links)
• Evaluating Scale Functions of Spectrally Negative Lévy Processes (Q5459914) (← links)
• American step-up and step-down default swaps under Lévy models (Q5746748) (← links)
• <i>q</i>-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model (Q5878641) (← links)
• Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
• On <i>q</i>-scale functions of spectrally negative Lévy processes (Q6043460) (← links)
• A scale function based approach for solving integral-differential equations in insurance risk models (Q6160571) (← links)
• On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy (Q6183320) (← links)
• A note on series representation for the \(q\)-scale function of a class of spectrally negative Lévy processes (Q6569448) (← links)
• Boundary conditions for nonlocal one-sided pseudo-differential operators and the associated stochastic processes (Q6623339) (← links)