Pages that link to "Item:Q1683820"
From MaRDI portal
The following pages link to On the refracted-reflected spectrally negative Lévy processes (Q1683820):
Displayed 10 items.
- Optimality of hybrid continuous and periodic barrier strategies in the dual model (Q781548) (← links)
- On the bail-out optimal dividend problem (Q1626508) (← links)
- Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (Q2313748) (← links)
- An occupation time related potential measure for diffusion processes (Q2358367) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models (Q5106718) (← 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)
- On the optimality of the refraction-reflection strategies for Lévy processes (Q6044251) (← links)
- Joint occupation times in an infinite interval for spectrally negative Lévy processes on the last exit time (Q6054053) (← links)
- A refracted Lévy process with delayed dividend pullbacks (Q6096082) (← links)