Pages that link to "Item:Q2360246"

The following pages link to On future drawdowns of Lévy processes (Q2360246):

Displaying 8 items.

• On occupation times in the red of Lévy risk models (Q784389) (← links)
• Maximum drawdown and drawdown duration of spectrally negative Lévy processes decomposed at extremes (Q2042048) (← links)
• General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes (Q2076351) (← links)
• On the analysis of deep drawdowns for the Lévy insurance risk model (Q2234758) (← links)
• Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
• Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← 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 Monte Carlo algorithm for the extrema of tempered stable processes (Q6198071) (← links)