Pages that link to "Item:Q282534"
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The following pages link to Exit identities for Lévy processes observed at Poisson arrival times (Q282534):
Displaying 50 items.
- Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (Q730354) (← links)
- Exit identities for diffusion processes observed at Poisson arrival times (Q777097) (← links)
- On occupation times in the red of Lévy risk models (Q784389) (← links)
- Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
- The dual risk model with dividends taken at arrival (Q1622513) (← links)
- Discounted penalty function at Parisian ruin for Lévy insurance risk process (Q1622529) (← links)
- Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk (Q1645190) (← links)
- American options under periodic exercise opportunities (Q1650302) (← links)
- On the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080) (← links)
- Spectrally negative Lévy processes with Parisian reflection below and classical reflection above (Q1683818) (← links)
- Parisian ruin in the dual model with applications to the \(G/M/1\) queue (Q1696941) (← links)
- Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
- A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
- A note on Parisian ruin under a hybrid observation scheme (Q1726780) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
- Poissonian potential measures for Lévy risk models (Q1799648) (← links)
- On the distribution of classic and some exotic ruin times (Q2010893) (← links)
- A joint Laplace transform for pre-exit diffusion of occupation times (Q2013127) (← links)
- Exit problems for positive self-similar Markov processes with one-sided jumps (Q2091523) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- Parisian ruin with Erlang delay and a lower bankruptcy barrier (Q2176386) (← links)
- On the dual risk model with diffusion under a mixed dividend strategy (Q2177679) (← links)
- An explicit solution to the Skorokhod embedding problem for double exponential increments (Q2197632) (← links)
- The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
- Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin (Q2221520) (← links)
- A drawdown reflected spectrally negative Lévy process (Q2224959) (← links)
- On the analysis of deep drawdowns for the Lévy insurance risk model (Q2234758) (← links)
- Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255) (← links)
- Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
- On a spectrally negative Lévy risk process with periodic dividends and capital injections (Q2273741) (← links)
- An occupation time related potential measure for diffusion processes (Q2358367) (← links)
- A pair of optimal reinsurance-investment strategies in the two-sided exit framework (Q2374121) (← links)
- Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (Q2397860) (← links)
- On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612) (← links)
- Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes (Q3188588) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- On the last exit times for spectrally negative Lévy processes (Q4684866) (← links)
- A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← links)
- A temporal approach to the Parisian risk model (Q4684940) (← links)
- Discounted probability of exponential parisian ruin: Diffusion approximation (Q5067209) (← 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)
- First passage problems for upwards skip-free random walks via the scale functions paradigm (Q5203941) (← links)
- ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
- Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
- Joint distributions concerning last exit time for diffusion processes (Q6082877) (← links)
- A decomposition for Lévy processes inspected at Poisson moments (Q6102053) (← links)
- On the area in the red of Lévy risk processes and related quantities (Q6171959) (← links)
- On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy (Q6183320) (← links)
- Solutions for Poissonian stopping problems of linear diffusions via extremal processes (Q6496995) (← links)
