Pages that link to "Item:Q5398350"

The following pages link to FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES (Q5398350):

Displaying 25 items.

• Exit identities for Lévy processes observed at Poisson arrival times (Q282534) (← links)
• A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
• On optimal dividends with exponential and linear penalty payments (Q506101) (← links)
• Ornstein-Uhlenback type Omega model (Q528231) (← links)
• Liquidation risk in insurance under contemporary regulatory frameworks (Q784414) (← links)
• On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
• On the distribution of cumulative Parisian ruin (Q1681195) (← links)
• A blood bank model with perishable blood and demand impatience (Q1704949) (← links)
• Ruin probabilities in the mixed claim frequency risk models (Q1718101) (← links)
• Poissonian potential measures for Lévy risk models (Q1799648) (← links)
• Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital (Q2209797) (← links)
• Omega model for a jump-diffusion process with a two-step premium rate (Q2325320) (← links)
• Dividend problems with a barrier strategy in the dual risk model until bankruptcy (Q2336202) (← links)
• On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612) (← links)
• Dividend optimisation: a behaviouristic approach (Q2665855) (← links)
• Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy (Q2671224) (← links)
• Power identities for L\'evy risk models under taxation and capital injections (Q2921186) (← links)
• Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
• The Gerber-Shiu function for the compound Poisson Omega model with a three-step premium rate (Q5077961) (← links)
• The Omega-model with two bankruptcy rates (Q5157350) (← links)
• On the time spent in the red by a refracted L\'evy risk process (Q5176527) (← links)
• A QUEUEING MODEL WITH RANDOMIZED DEPLETION OF INVENTORY (Q5358104) (← links)
• The Joint Laplace Transforms for Diffusion Occupation Times (Q5396591) (← links)
• On fluctuation-theoretic decompositions via Lindley-type recursions (Q6056574) (← links)
• A decomposition for Lévy processes inspected at Poisson moments (Q6102053) (← links)