Pages that link to "Item:Q2500514"
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The following pages link to Introductory lectures on fluctuations of Lévy processes with applications. (Q2500514):
Displayed 50 items.
- Markov chain approximations to scale functions of Lévy processes (Q492961) (← links)
- A bivariate risk model with mutual deficit coverage (Q495458) (← links)
- Geometric stopping of a random walk and its applications to valuing equity-linked death benefits (Q495497) (← links)
- On exponential functionals of Lévy processes (Q495707) (← links)
- Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
- On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
- Refracted continuous-state branching processes: self-regulating populations (Q511546) (← links)
- Conditioning subordinators embedded in Markov processes (Q516013) (← links)
- Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier (Q518857) (← links)
- Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime (Q543555) (← links)
- The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process (Q544519) (← links)
- The prolific backbone for supercritical superprocesses (Q544521) (← links)
- A Lévy input model with additional state-dependent services (Q550165) (← links)
- Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- Multivariate COGARCH(1, 1) processes (Q605037) (← links)
- Martingales and rates of presence in homogeneous fragmentations (Q617915) (← links)
- Time-dependent properties of symmetric queues (Q622618) (← links)
- Limit theorem for derivative martingale at criticality w.r.t. branching Brownian motion (Q624994) (← links)
- Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type (Q625306) (← links)
- On Wiener-Hopf factors for stable processes (Q629794) (← links)
- On optimality of the barrier strategy for a general Lévy risk process (Q636448) (← links)
- Predicting the ultimate supremum of a stable Lévy process with no negative jumps (Q653307) (← links)
- Backbone decomposition for continuous-state branching processes with immigration (Q654491) (← links)
- On exit time of stable processes (Q655315) (← links)
- Traveling waves and homogeneous fragmentation (Q655580) (← links)
- A Wiener-Hopf Monte Carlo simulation technique for Lévy processes (Q657695) (← links)
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091) (← links)
- The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure (Q659130) (← links)
- A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
- On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
- De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188) (← links)
- Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239) (← links)
- Fluctuation theory and exit systems for positive self-similar Markov processes (Q662432) (← links)
- Novel scaling limits for critical inhomogeneous random graphs (Q693709) (← links)
- Smoothness of scale functions for spectrally negative Lévy processes (Q718902) (← links)
- Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
- A Ciesielski-Taylor type identity for positive self-similar Markov processes (Q720747) (← links)
- Time-changed extremal process as a random sup measure (Q726725) (← links)
- Limit theorems for multifractal products of geometric stationary processes (Q726752) (← links)
- Spectral decomposition of fractional operators and a reflected stable semigroup (Q729923) (← links)
- Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (Q730354) (← links)
- On suprema of Lévy processes and application in risk theory (Q731712) (← links)
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- Hedging of defaultable claims in a structural model using a locally risk-minimizing approach (Q740187) (← links)
- Splitting trees with neutral mutations at birth (Q740665) (← links)
- On optimal periodic dividend strategies in the dual model with diffusion (Q743162) (← links)
- On the hitting times of continuous-state branching processes with immigration (Q744241) (← links)
- Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk (Q748309) (← links)
- Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) (← links)