Pages that link to "Item:Q2494574"
From MaRDI portal
The following pages link to Overshoots and undershoots of Lévy processes (Q2494574):
Displayed 22 items.
- The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes (Q601942) (← links)
- Explicit identities for Lévy processes associated to symmetric stable processes (Q637089) (← links)
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- Convolution equivalence and distributions of random sums (Q946482) (← links)
- Exact and asymptotic \(n\)-tuple laws at first and last passage (Q968775) (← links)
- Convexity and smoothness of scale functions and de Finetti's control problem (Q975331) (← links)
- On the expected discounted penalty function for a perturbed risk process driven by a subordinator (Q995506) (← links)
- Some explicit identities associated with positive self-similar Markov processes (Q1009677) (← links)
- Exit problems for the difference of a compound Poisson process and a compound renewal process (Q1025609) (← links)
- The first passage event for sums of dependent Lévy processes with applications to insurance risk (Q1049556) (← links)
- Stopped diffusion processes: boundary corrections and overshoot (Q2267543) (← links)
- Local time of a diffusion in a stable Lévy environment (Q3017912) (← links)
- Stability of the exit time for Lévy processes (Q3173002) (← links)
- The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments (Q3396379) (← links)
- On extreme ruinous behaviour of Lévy insurance risk processes (Q3410936) (← links)
- Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes (Q3535650) (← links)
- A quintuple law for Markov additive processes with phase-type jumps (Q3578675) (← links)
- Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation (Q3653505) (← links)
- Asymptotics for the moments of the overshoot and undershoot of a random walk (Q5320661) (← links)
- Applications of factorization embeddings for Lévy processes (Q5395359) (← links)
- Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes (Q5429622) (← links)
- Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)