Pages that link to "Item:Q5459914"

The following pages link to Evaluating Scale Functions of Spectrally Negative Lévy Processes (Q5459914):

Displaying 24 items.

• Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
• Markov chain approximations to scale functions of Lévy processes (Q492961) (← links)
• Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
• An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091) (← links)
• The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure (Q659130) (← links)
• A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
• Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
• On occupation times in the red of Lévy risk models (Q784389) (← links)
• Refracted Lévy processes (Q974766) (← links)
• Discounted penalty function at Parisian ruin for Lévy insurance risk process (Q1622529) (← links)
• A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
• Parisian excursion below a fixed level from the last record maximum of Lévy insurance risk process (Q2001232) (← links)
• Phase-type Fitting of scale functions for spectrally negative Lévy processes (Q2252259) (← links)
• Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
• On future drawdowns of Lévy processes (Q2360246) (← links)
• A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes (Q2391871) (← links)
• Numerical techniques in Lévy fluctuation theory (Q2445476) (← links)
• Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes (Q2700076) (← links)
• General tax Structures and the Lévy Insurance Risk Model (Q3402064) (← links)
• Occupation times of alternating renewal processes with Lévy applications (Q4611287) (← links)
• Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes (Q5321767) (← links)
• ON OPTIMAL DIVIDENDS IN THE DUAL MODEL (Q5398355) (← links)
• On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
• Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)