Pages that link to "Item:Q5135954"

The following pages link to 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):

Displaying 11 items.

• Maximum drawdown and drawdown duration of spectrally negative Lévy processes decomposed at extremes (Q2042048) (← links)
• On scale functions for Lévy processes with negative phase-type jumps (Q2052939) (← links)
• An optimal stopping problem for spectrally negative Markov additive processes (Q2145820) (← links)
• Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255) (← links)
• Moments of the ruin time in a Lévy risk model (Q2684957) (← links)
• General drawdown of general tax model in a time-homogeneous Markov framework (Q5014313) (← links)
• First passage problems for upwards skip-free random walks via the scale functions paradigm (Q5203941) (← links)
• Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes (Q5880987) (← links)
• On <i>q</i>-scale functions of spectrally negative Lévy processes (Q6043460) (← links)
• On moments of downward passage times for spectrally negative Lévy processes (Q6159622) (← links)
• A scale function based approach for solving integral-differential equations in insurance risk models (Q6160571) (← links)