Pages that link to "Item:Q5176526"

The following pages link to Potential measures of one-sided Markov additive processes with reflecting and terminating barriers (Q5176526):

Displaying 12 items.

• An optimal stopping problem for spectrally negative Markov additive processes (Q2145820) (← links)
• Splitting and time reversal for Markov additive processes (Q2360247) (← links)
• Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
• Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903) (← links)
• (Q4578294) (← links)
• Linking dividends and capital injections – a probabilistic approach (Q4583603) (← links)
• On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
• A factorization of a Lévy process over a phase-type horizon (Q4634188) (← links)
• Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (Q5005018) (← links)
• Ruin probabilities for risk process in a regime-switching environment (Q5042780) (← 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)
• Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)