Pages that link to "Item:Q1622529"

The following pages link to Discounted penalty function at Parisian ruin for Lévy insurance risk process (Q1622529):

Displaying 21 items.

• An insurance risk model with Parisian implementation delays (Q479172) (← links)
• Liquidation risk in insurance under contemporary regulatory frameworks (Q784414) (← links)
• Parisian excursion below a fixed level from the last record maximum of Lévy insurance risk process (Q2001232) (← links)
• Optimal dividend strategy under Parisian ruin with affine penalty (Q2157383) (← links)
• Gerber-Shiu function at draw-down Parisian ruin time for the spectrally negative Lévy risk process (Q2169287) (← links)
• Parisian ruin with Erlang delay and a lower bankruptcy barrier (Q2176386) (← links)
• On the analysis of deep drawdowns for the Lévy insurance risk model (Q2234758) (← links)
• Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
• Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Bridging the first and last passage times for Lévy models (Q2685908) (← links)
• Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes (Q2700076) (← links)
• Parisian types of ruin probabilities for a class of dependent risk-reserve processes (Q4562059) (← links)
• Draw-down Parisian ruin for spectrally negative Lévy processes (Q5005045) (← links)
• A unified approach to ruin probabilities with delays for spectrally negative Lévy processes (Q5193492) (← links)
• Poissonian occupation times of spectrally negative Lévy processes with applications (Q5861814) (← links)
• Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
• On the dual risk model with Parisian implementation delays under a mixed dividend strategy (Q6163062) (← links)
• Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)
• On the area in the red of Lévy risk processes and related quantities (Q6171959) (← links)
• An excursion theoretic approach to Parisian ruin problem (Q6607483) (← links)