Pages that link to "Item:Q2397862"
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The following pages link to Parisian ruin for a refracted Lévy process (Q2397862):
Displaying 14 items.
- A threshold-based risk process with a waiting period to pay dividends (Q1717028) (← links)
- A note on Parisian ruin under a hybrid observation scheme (Q1726780) (← links)
- Poissonian potential measures for Lévy risk models (Q1799648) (← links)
- General draw-down times for refracted spectrally negative Lévy processes (Q2152244) (← links)
- Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs (Q2188956) (← links)
- On the analysis of deep drawdowns for the Lévy insurance risk model (Q2234758) (← links)
- Sensitivity analysis of some applied probability models (Q2662914) (← links)
- Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes (Q2700076) (← links)
- A temporal approach to the Parisian risk model (Q4684940) (← links)
- Draw-down Parisian ruin for spectrally negative Lévy processes (Q5005045) (← links)
- A unified approach to ruin probabilities with delays for spectrally negative Lévy processes (Q5193492) (← links)
- A refracted Lévy process with delayed dividend pullbacks (Q6096082) (← links)
- Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)
- On the area in the red of Lévy risk processes and related quantities (Q6171959) (← links)