Pages that link to "Item:Q5176527"
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The following pages link to On the time spent in the red by a refracted L\'evy risk process (Q5176527):
Displayed 18 items.
- Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
- On occupation times in the red of Lévy risk models (Q784389) (← links)
- Occupation times of refracted double exponential jump diffusion processes (Q900561) (← links)
- On weighted occupation times for refracted spectrally negative Lévy processes (Q1645119) (← links)
- On the refracted-reflected spectrally negative Lévy processes (Q1683820) (← links)
- \(n\)-dimensional Laplace transforms of occupation times for pre-exit diffusion processes (Q1985945) (← links)
- General draw-down times for refracted spectrally negative Lévy processes (Q2152244) (← links)
- Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
- On a family of critical growth-fragmentation semigroups and refracted Lévy processes (Q2307478) (← links)
- An occupation time related potential measure for diffusion processes (Q2358367) (← links)
- Parisian ruin for a refracted Lévy process (Q2397862) (← links)
- Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view (Q2806357) (← links)
- REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL (Q4563792) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- The distribution of refracted Lévy processes with jumps having rational Laplace transforms (Q4684914) (← 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)
- A refracted Lévy process with delayed dividend pullbacks (Q6096082) (← links)
- On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy (Q6184308) (← links)
