Pages that link to "Item:Q2637212"
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The following pages link to Occupation times of intervals until first passage times for spectrally negative Lévy processes (Q2637212):
Displayed 24 items.
- Power identities for L\'evy risk models under taxation and capital injections (Q2921186) (← links)
- Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes (Q3188588) (← links)
- Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)
- On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models (Q4611286) (← links)
- Occupation times of alternating renewal processes with Lévy applications (Q4611287) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- On the last exit times for spectrally negative Lévy processes (Q4684866) (← links)
- Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs (Q5014491) (← 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 series expansions for scale functions and other ruin-related quantities (Q5117674) (← 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 time spent in the red by a refracted L\'evy risk process (Q5176527) (← links)
- A unified approach to ruin probabilities with delays for spectrally negative Lévy processes (Q5193492) (← links)
- First passage problems for upwards skip-free random walks via the scale functions paradigm (Q5203941) (← links)
- Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
- The Joint Laplace Transforms for Diffusion Occupation Times (Q5396591) (← links)
- Poissonian occupation times of spectrally negative Lévy processes with applications (Q5861814) (← links)
- Joint occupation times in an infinite interval for spectrally negative Lévy processes on the last exit time (Q6054053) (← links)
- Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
- Joint distributions concerning last exit time for diffusion processes (Q6082877) (← links)
- A refracted Lévy process with delayed dividend pullbacks (Q6096082) (← links)
- On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy (Q6184308) (← links)