Pages that link to "Item:Q466993"
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The following pages link to On pre-exit joint occupation times for spectrally negative Lévy processes (Q466993):
Displaying 31 items.
- Ornstein-Uhlenback type Omega model (Q528231) (← links)
- Exit identities for diffusion processes observed at Poisson arrival times (Q777097) (← links)
- Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891) (← links)
- A note on joint occupation times of spectrally negative Lévy risk processes with tax (Q1644177) (← links)
- On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments (Q1644204) (← links)
- On weighted occupation times for refracted spectrally negative Lévy processes (Q1645119) (← links)
- A note on Parisian ruin under a hybrid observation scheme (Q1726780) (← links)
- \(n\)-dimensional Laplace transforms of occupation times for pre-exit diffusion processes (Q1985945) (← links)
- A joint Laplace transform for pre-exit diffusion of occupation times (Q2013127) (← links)
- Local times for spectrally negative Lévy processes (Q2183759) (← links)
- Sojourn times of Gaussian processes with trend (Q2209315) (← links)
- Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin (Q2221520) (← links)
- Occupation times for spectrally negative Lévy processes on the last exit time (Q2244451) (← links)
- On a spectrally negative Lévy risk process with periodic dividends and capital injections (Q2273741) (← links)
- On a system of \(q\)-Laplace transform of two variables with applications (Q2332713) (← links)
- Two-sided discounted potential measures for spectrally negative Lévy processes (Q2348319) (← links)
- An occupation time related potential measure for diffusion processes (Q2358367) (← links)
- On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
- The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983) (← 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)
- How long does the surplus stay close to its historical high? (Q5086633) (← links)
- Poissonian occupation times of spectrally negative Lévy processes with applications (Q5861814) (← links)
- Joint occupation times in an infinite interval for spectrally negative Lévy processes on the last exit time (Q6054053) (← links)
- Joint distributions concerning last exit time for diffusion processes (Q6082877) (← links)
- On a system of q‐modified Laplace transform and its applications (Q6148844) (← links)
- On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy (Q6183320) (← links)
- On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy (Q6184308) (← links)
- An excursion theoretic approach to Parisian ruin problem (Q6607483) (← links)
- The joint Laplace transforms for killed diffusion occupation times (Q6636857) (← links)
- On the moments of dividends and capital injections under a variant type of Parisian ruin (Q6650732) (← links)
