Pages that link to "Item:Q2904873"
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The following pages link to Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873):
Displayed 15 items.
- An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem (Q3450458) (← links)
- An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (Q3621149) (← links)
- Lévy processes with adaptable exponent (Q3625651) (← links)
- Ruin probabilities in classical risk models with gamma claims (Q4583622) (← links)
- Occupation times of alternating renewal processes with Lévy applications (Q4611287) (← links)
- Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs (Q5014491) (← links)
- Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process (Q5022289) (← 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)
- Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes (Q5321767) (← 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)
- Maximal displacement of spectrally negative branching Lévy processes (Q6120823) (← links)
- A scale function based approach for solving integral-differential equations in insurance risk models (Q6160571) (← links)
- (Q6188575) (← links)