Pages that link to "Item:Q2500514"
From MaRDI portal
The following pages link to Introductory lectures on fluctuations of Lévy processes with applications. (Q2500514):
Displayed 50 items.
- 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)
- Exit identities for diffusion processes observed at Poisson arrival times (Q777097) (← links)
- Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process (Q784432) (← links)
- Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
- Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes (Q825305) (← links)
- Optimal dividends and capital injections in the dual model with a random time horizon (Q887106) (← links)
- Occupation times of hyper-exponential jump diffusion processes with application to price step options (Q893129) (← links)
- On a risk model with claim investigation (Q896741) (← links)
- On the supremum of the spectrally negative stable process with drift (Q900970) (← links)
- Transient analysis of a stationary Lévy-driven queue (Q900971) (← links)
- Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion (Q903325) (← links)
- Reserve-dependent surrender rates (Q903674) (← links)
- On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
- Functional limit theorems for processes pieced together from excursions (Q904212) (← links)
- Lévy processes with marked jumps. I: Limit theorems (Q904707) (← links)
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- The law of the supremum of a stable Lévy process with no negative jumps (Q948745) (← links)
- On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513) (← links)
- Stein's method and normal approximation of Poisson functionals (Q964773) (← links)
- On Lévy-driven vacation models with correlated busy periods and service interruptions (Q967285) (← links)
- Some remarks on special subordinators (Q968592) (← links)
- First passage of time-reversible spectrally negative Markov additive processes (Q969502) (← links)
- Refracted Lévy processes (Q974766) (← links)
- Convexity and smoothness of scale functions and de Finetti's control problem (Q975331) (← links)
- Mittag-Leffler functions and stable Lévy processes without negative jumps (Q984629) (← links)
- Singularities of the matrix exponent of a Markov additive process with one-sided jumps (Q988682) (← links)
- Asymptotic analysis of Lévy-driven tandem queues (Q1007145) (← links)
- Some explicit identities associated with positive self-similar Markov processes (Q1009677) (← links)
- Boundary Harnack principle for subordinate Brownian motions (Q1016631) (← links)
- On an explicit Skorokhod embedding for spectrally negative Lévy processes (Q1028617) (← links)
- The expected discounted penalty function under a risk model with stochastic income (Q1045826) (← links)
- The first passage event for sums of dependent Lévy processes with applications to insurance risk (Q1049556) (← links)
- Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (Q1617121) (← links)
- Uniform control of local times of spectrally positive stable processes (Q1617136) (← links)
- Bayesian semiparametric analysis of short- and long-term hazard ratios with covariates (Q1621326) (← links)
- The dual risk model with dividends taken at arrival (Q1622513) (← links)
- Optimality of multi-refraction control strategies in the dual model (Q1622523) (← links)
- On the bail-out optimal dividend problem (Q1626508) (← links)
- Ray-Knight representation of flows of branching processes with competition by pruning of Lévy trees (Q1626618) (← links)
- Stable laws for chaotic billiards with cusps at flat points (Q1626837) (← links)
- Asymmetric non-Gaussian effects in a tumor growth model with immunization (Q1632956) (← links)
- Cramér's estimate for the reflected process revisited (Q1634182) (← links)
- On optimal periodic dividend strategies for Lévy risk processes (Q1641138) (← links)
- Two-side exit problems for taxed Lévy risk process involving the general draw-down time (Q1642249) (← links)