Pages that link to "Item:Q5459914"
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The following pages link to Evaluating Scale Functions of Spectrally Negative Lévy Processes (Q5459914):
Displayed 10 items.
- 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)
- Refracted Lévy processes (Q974766) (← links)
- General tax Structures and the Lévy Insurance Risk Model (Q3402064) (← links)
- An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (Q3621149) (← links)
- Lévy processes with adaptable exponent (Q3625651) (← links)
- Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes (Q5321767) (← links)
- Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)