Pages that link to "Item:Q2280031"

The following pages link to Fluctuation theory for level-dependent Lévy risk processes (Q2280031):

Displaying 9 items.

• General draw-down times for refracted spectrally negative Lévy processes (Q2152244) (← links)
• Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs (Q2188956) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• General drawdown of general tax model in a time-homogeneous Markov framework (Q5014313) (← 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)
• A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time (Q5242231) (← links)
• Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes (Q5880987) (← links)
• On the optimality of the refraction-reflection strategies for Lévy processes (Q6044251) (← links)
• Probabilistic approach to risk processes with level-dependent premium rate (Q6607490) (← links)