Pages that link to "Item:Q2427836"

The following pages link to Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836):

Displaying 8 items.

• A hyper-Erlang jump-diffusion process and applications in finance (Q328100) (← links)
• Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes (Q449406) (← links)
• Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling (Q477067) (← links)
• Optimal processing rate and buffer size of a jump-diffusion processing system (Q490164) (← links)
• A hyper-exponential jump-diffusion model under the barrier dividend strategy (Q902399) (← links)
• The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier (Q2657891) (← links)
• INTERNATIONAL RESERVE MANAGEMENT: A DRIFT‐SWITCHING REFLECTED JUMP‐DIFFUSION MODEL (Q4635046) (← links)
• A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes (Q4995066) (← links)