Pages that link to "Item:Q3188588"

The following pages link to Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes (Q3188588):

Displaying 34 items.

• A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes (Q274168) (← links)
• On occupation times in the red of Lévy risk models (Q784389) (← links)
• Discounted penalty function at Parisian ruin for Lévy insurance risk process (Q1622529) (← links)
• On the distribution of cumulative Parisian ruin (Q1681195) (← links)
• Spectrally negative Lévy processes with Parisian reflection below and classical reflection above (Q1683818) (← links)
• Parisian ruin probability for Markov additive risk processes (Q1712241) (← links)
• A note on Parisian ruin under a hybrid observation scheme (Q1726780) (← links)
• Poissonian potential measures for Lévy risk models (Q1799648) (← links)
• On the improved thinning risk model under a periodic dividend barrier strategy (Q2142913) (← links)
• Gerber-Shiu function at draw-down Parisian ruin time for the spectrally negative Lévy risk process (Q2169287) (← links)
• Parisian ruin with Erlang delay and a lower bankruptcy barrier (Q2176386) (← links)
• The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
• Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
• Parisian ruin for a refracted Lévy process (Q2397862) (← links)
• Parisian quasi-stationary distributions for asymmetric Lévy processes (Q2406780) (← links)
• The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983) (← links)
• Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes (Q2700076) (← links)
• Parisian types of ruin probabilities for a class of dependent risk-reserve processes (Q4562059) (← links)
• Discrete time ruin probability with Parisian delay (Q4577208) (← links)
• On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
• On the Parisian ruin of the dual Lévy risk model (Q4684916) (← links)
• A temporal approach to the Parisian risk model (Q4684940) (← links)
• Draw-down Parisian ruin for spectrally negative Lévy processes (Q5005045) (← links)
• Ruin probabilities for risk process in a regime-switching environment (Q5042780) (← links)
• Discounted probability of exponential parisian ruin: Diffusion approximation (Q5067209) (← links)
• On series expansions for scale functions and other ruin-related quantities (Q5117674) (← 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)
• The Omega-model with two bankruptcy rates (Q5157350) (← links)
• A unified approach to ruin probabilities with delays for spectrally negative Lévy processes (Q5193492) (← links)
• Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance (Q5222158) (← links)
• Poissonian occupation times of spectrally negative Lévy processes with applications (Q5861814) (← links)
• Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
• Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)
• On the area in the red of Lévy risk processes and related quantities (Q6171959) (← links)