Pages that link to "Item:Q1683818"

The following pages link to Spectrally negative Lévy processes with Parisian reflection below and classical reflection above (Q1683818):

Displaying 21 items.

• Optimality of hybrid continuous and periodic barrier strategies in the dual model (Q781548) (← links)
• On optimal periodic dividend strategies for Lévy risk processes (Q1641138) (← links)
• American options under periodic exercise opportunities (Q1650302) (← links)
• On the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080) (← links)
• Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
• Generalized refracted Lévy process and its application to exit problem (Q1999919) (← links)
• Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
• Generalized scale functions of standard processes with no positive jumps (Q2183146) (← links)
• The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
• Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin (Q2221520) (← links)
• On the analysis of deep drawdowns for the Lévy insurance risk model (Q2234758) (← links)
• On a spectrally negative Lévy risk process with periodic dividends and capital injections (Q2273741) (← links)
• The absolute ruin insurance risk model with a threshold dividend strategy (Q2333751) (← links)
• Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process (Q2684917) (← links)
• On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
• Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs (Q5014491) (← 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)
• Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time (Q5203959) (← links)
• Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
• An excursion theoretic approach to Parisian ruin problem (Q6607483) (← links)