Pages that link to "Item:Q2726729"
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The following pages link to Spectrally negative Lévy processes with applications in risk theory (Q2726729):
Displayed 37 items.
- Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes (Q279859) (← links)
- On a generalization of the expected discounted penalty function to include deficits at and beyond ruin (Q487623) (← links)
- On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues (Q492102) (← links)
- The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes (Q601942) (← links)
- An insurance risk model with stochastic volatility (Q659182) (← links)
- A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
- On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- On the expected discounted penalty function for a perturbed risk process driven by a subordinator (Q995506) (← links)
- Optimal dividends in the dual model (Q997089) (← links)
- On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626) (← links)
- Ruin probabilities and decompositions for general perturbed risk processes. (Q1879913) (← links)
- Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
- Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
- On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
- Ruin and deficit under claim arrivals with the order statistics property (Q2282730) (← links)
- Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
- Optimality of excess-loss reinsurance under a mean-variance criterion (Q2364009) (← links)
- Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
- On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← links)
- Passage times for a spectrally negative Lévy process with applications to risk theory (Q2565931) (← links)
- Reduced-load equivalence for queues with Gaussian input (Q2572899) (← links)
- On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606) (← links)
- Convergence Analysis of the Spectral Expansion of Stable Related Semigroups (Q2958841) (← links)
- On Ruin Probability for a Risk Process Perturbed by a Lévy Process with no Negative Jumps (Q3514276) (← links)
- A Lévy Insurance Risk Process with Tax (Q3516409) (← links)
- Ruin probabilities in classical risk models with gamma claims (Q4583622) (← links)
- Ruin probabilities for competing claim processes (Q4667992) (← links)
- On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (Q4819440) (← links)
- On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion (Q5018722) (← links)
- On The Expected Discounted Penalty function for Lévy Risk Processes (Q5018745) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- On series expansions for scale functions and other ruin-related quantities (Q5117674) (← links)
- Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741) (← links)
- Evaluating Scale Functions of Spectrally Negative Lévy Processes (Q5459914) (← links)
- Ruin in the perturbed compound Poisson risk process under interest force (Q5697204) (← links)
- Distribution of suprema for generalized risk processes (Q5742574) (← links)