Pages that link to "Item:Q1936471"
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The following pages link to The Omega model: from bankruptcy to occupation times in the red (Q1936471):
Displayed 30 items.
- Ornstein-Uhlenback type Omega model (Q528231) (← links)
- Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132) (← links)
- Time reversal and last passage time of diffusions with applications to credit risk management (Q784742) (← links)
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
- Stochastic areas of diffusions and applications (Q905937) (← links)
- Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891) (← links)
- On weighted occupation times for refracted spectrally negative Lévy processes (Q1645119) (← links)
- On the distribution of cumulative Parisian ruin (Q1681195) (← links)
- Ruin probabilities in the mixed claim frequency risk models (Q1718101) (← links)
- Occupation times of intervals until last passage times for spectrally negative Lévy processes (Q1800500) (← links)
- A joint Laplace transform for pre-exit diffusion of occupation times (Q2013127) (← links)
- Moments of deficit duration and its proportion in general compound binomial model (Q2104152) (← links)
- Optimal dividends under Markov-modulated bankruptcy level (Q2172038) (← links)
- Local times for spectrally negative Lévy processes (Q2183759) (← links)
- Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital (Q2209797) (← links)
- Omega model for a jump-diffusion process with a two-step premium rate (Q2325320) (← links)
- On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612) (← links)
- Occupation times of intervals until first passage times for spectrally negative Lévy processes (Q2637212) (← links)
- Dividend optimisation: a behaviouristic approach (Q2665855) (← links)
- Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy (Q2671224) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
- Asymptotic analysis and optimization of some insurance models (Q4627093) (← links)
- Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (Q5005018) (← 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)
- The Omega-model with two bankruptcy rates (Q5157350) (← links)
- On the time spent in the red by a refracted L\'evy risk process (Q5176527) (← links)
- Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)
- The Joint Laplace Transforms for Diffusion Occupation Times (Q5396591) (← links)
- On the area in the red of Lévy risk processes and related quantities (Q6171959) (← links)