Pages that link to "Item:Q730354"

The following pages link to Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (Q730354):

Displaying 24 items.

• Spectrally negative Lévy processes with Parisian reflection below and classical reflection above (Q1683818) (← links)
• Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
• On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
• Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty (Q2122611) (← links)
• On the randomized Schmitter problem (Q2152226) (← links)
• An explicit solution to the Skorokhod embedding problem for double exponential increments (Q2197632) (← links)
• Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid (Q2201489) (← links)
• The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
• On the analysis of deep drawdowns for the Lévy insurance risk model (Q2234758) (← links)
• Parisian ruin for a refracted Lévy process (Q2397862) (← links)
• Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
• Parisian types of ruin probabilities for a class of dependent risk-reserve processes (Q4562059) (← links)
• On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
• A temporal approach to the Parisian risk model (Q4684940) (← 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)
• Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models (Q5162845) (← links)
• ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
• Poissonian occupation times of spectrally negative Lévy processes with applications (Q5861814) (← links)
• On fluctuation-theoretic decompositions via Lindley-type recursions (Q6056574) (← links)
• A decomposition for Lévy processes inspected at Poisson moments (Q6102053) (← links)
• On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy (Q6183320) (← links)
• Solutions for Poissonian stopping problems of linear diffusions via extremal processes (Q6496995) (← links)
• On dividends and Gerber-Shiu analysis with constant interest and a periodic-threshold mixed strategy (Q6623052) (← links)