Pages that link to "Item:Q3410936"

The following pages link to On extreme ruinous behaviour of Lévy insurance risk processes (Q3410936):

Displaying 21 items.

• Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583) (← links)
• A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes (Q274168) (← links)
• Passage time and fluctuation calculations for subexponential Lévy processes (Q282543) (← links)
• Occupation times of refracted Lévy processes (Q482802) (← links)
• Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
• On suprema of Lévy processes and application in risk theory (Q731712) (← links)
• Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
• Exact and asymptotic \(n\)-tuple laws at first and last passage (Q968775) (← links)
• Refracted Lévy processes (Q974766) (← links)
• Convexity and smoothness of scale functions and de Finetti's control problem (Q975331) (← links)
• The first passage event for sums of dependent Lévy processes with applications to insurance risk (Q1049556) (← links)
• On the refracted-reflected spectrally negative Lévy processes (Q1683820) (← links)
• Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030) (← links)
• Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
• Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
• Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
• Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process (Q3108469) (← links)
• A Lévy Insurance Risk Process with Tax (Q3516409) (← links)
• Discrete time ruin probability with Parisian delay (Q4577208) (← links)
• Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741) (← links)
• Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)