Pages that link to "Item:Q444361"
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The following pages link to Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361):
Displayed 15 items.
- Exit identities for Lévy processes observed at Poisson arrival times (Q282534) (← links)
- Some ruin problems for the MAP risk model (Q896202) (← links)
- On a risk model with claim investigation (Q896741) (← links)
- Lévy systems and the time value of ruin for Markov additive processes (Q1936473) (← links)
- Optimal dividends in the dual model under transaction costs (Q2015482) (← links)
- Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
- Occupation times in the MAP risk model (Q2260947) (← links)
- The tax identity for Markov additive risk processes (Q2445485) (← links)
- Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- Occupation Times for Markov-Modulated Brownian Motion (Q2897162) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- Exit Problems for Reflected Markov-Modulated Brownian Motion (Q3165488) (← links)
- Potential measures of one-sided Markov additive processes with reflecting and terminating barriers (Q5176526) (← links)
- Exact boundaries in sequential testing for phase-type distributions (Q5245635) (← links)