Pages that link to "Item:Q5226250"

The following pages link to Exit problems for general draw-down times of spectrally negative Lévy processes (Q5226250):

Displaying 18 items.

• A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process (Q2048165) (← links)
• General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes (Q2076351) (← links)
• Exit problems for positive self-similar Markov processes with one-sided jumps (Q2091523) (← links)
• On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
• General draw-down times for refracted spectrally negative Lévy processes (Q2152244) (← links)
• Gerber-Shiu function at draw-down Parisian ruin time for the spectrally negative Lévy risk process (Q2169287) (← links)
• A drawdown reflected spectrally negative Lévy process (Q2224959) (← links)
• Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
• Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
• On taxed spectrally negative Lévy processes with draw-down stopping (Q2404541) (← links)
• The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983) (← links)
• Draw-down Parisian ruin for spectrally negative Lévy processes (Q5005045) (← links)
• General drawdown of general tax model in a time-homogeneous Markov framework (Q5014313) (← links)
• Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes (Q5055203) (← links)
• Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← 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)
• Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time (Q5203959) (← links)
• Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)