Pages that link to "Item:Q2904873"
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The following pages link to Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873):
Displaying 50 items.
- Convolution equivalent Lévy processes and first passage times (Q363857) (← links)
- On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (Q432503) (← links)
- Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- A Lévy input fluid queue with input and workload regulation (Q475073) (← links)
- An insurance risk model with Parisian implementation delays (Q479172) (← links)
- Markov chain approximations to scale functions of Lévy processes (Q492961) (← links)
- A Lévy input model with additional state-dependent services (Q550165) (← links)
- Martingales and rates of presence in homogeneous fragmentations (Q617915) (← links)
- A Wiener-Hopf Monte Carlo simulation technique for Lévy processes (Q657695) (← links)
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091) (← links)
- The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure (Q659130) (← links)
- A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
- On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
- Smoothness of scale functions for spectrally negative Lévy processes (Q718902) (← links)
- Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513) (← links)
- Refracted Lévy processes (Q974766) (← links)
- Convexity and smoothness of scale functions and de Finetti's control problem (Q975331) (← links)
- Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891) (← links)
- On weighted occupation times for refracted spectrally negative Lévy processes (Q1645119) (← links)
- Maximum loss and maximum gain of spectrally negative Lévy processes (Q1675705) (← links)
- Complete discounted cash flow valuation (Q1681180) (← links)
- Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift (Q1713469) (← links)
- On scale functions for Lévy processes with negative phase-type jumps (Q2052939) (← links)
- On the risk consistency and monotonicity of ruin theory (Q2066794) (← links)
- On the explosion of a class of continuous-state nonlinear branching processes (Q2076603) (← links)
- A transformation for spectrally negative Lévy processes and applications (Q2080148) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- Transition densities of spectrally positive Lévy processes (Q2113615) (← links)
- Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
- Local times for spectrally negative Lévy processes (Q2183759) (← links)
- Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs (Q2188956) (← links)
- A drawdown reflected spectrally negative Lévy process (Q2224959) (← links)
- Queues with Lévy input and hysteretic control (Q2269483) (← links)
- Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (Q2313748) (← links)
- Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
- Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
- Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases (Q2445350) (← links)
- First and last passage times of spectrally positive Lévy processes with application to reliability (Q2516387) (← links)
- The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983) (← links)
- Moments of the ruin time in a Lévy risk model (Q2684957) (← links)
- Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes (Q2700076) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- Power identities for L\'evy risk models under taxation and capital injections (Q2921186) (← links)
- Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
- Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection (Q3006672) (← links)
- General tax Structures and the Lévy Insurance Risk Model (Q3402064) (← links)
- The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process (Q3449925) (← links)