Anita Behme

Available identifiers

zbMath Open behme.anita-dianaMaRDI QIDQ424482

List of research outcomes

Publication	Date of Publication	Type
On moments of downward passage times for spectrally negative Lévy processes	2023-05-08	Paper
On q-scale functions of spectrally negative Lévy processes	2023-05-05	Paper
Moments of the ruin time in a Lévy risk model	2023-02-17	Paper
Invariant measures of L\'evy-type operators and their associated Markov processes	2022-08-16	Paper
On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes	2022-07-22	Paper
Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory	2022-05-16	Paper
A \(2\times 2\) random switching model and its dual risk model	2022-01-24	Paper
Continuity properties and the support of killed exponential functionals	2021-09-03	Paper
Moments of the ruin time in a L\'evy risk model	2021-08-11	Paper
On the law of killed exponential functionals	2021-07-21	Paper
Ruin probabilities for risk processes in a bipartite network	2021-05-17	Paper
Theory of Stochastic Objects: Probability, Stochastic Processes and Inference.	2020-08-03	Paper
On $q$-scale functions of spectrally negative compound Poisson processes	2020-07-31	Paper
Exponential functionals of Markov additive processes	2020-05-29	Paper
Laplace symbols and invariant distributions	2018-06-14	Paper
On the Range of Exponential Functionals of Lévy Processes	2017-06-22	Paper
A class of scale mixtures of \(\operatorname{Gamma}(k)\)-distributions that are generalized gamma convolutions	2017-01-11	Paper
On exponential functionals of Lévy processes	2015-09-15	Paper
Exponential functionals of L\'evy processes with jumps	2015-08-25	Paper
A criterion for invariant measures of Itô processes based on the symbol	2015-08-05	Paper
Asymmetric COGARCH processes	2015-04-14	Paper
Superposition of COGARCH processes	2015-02-27	Paper
Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions	2013-01-17	Paper
Moments of MGOU processes and positive semidefinite matrix processes	2012-08-24	Paper
Multivariate generalized Ornstein-Uhlenbeck processes	2012-06-01	Paper
https://portal.mardi4nfdi.de/entity/Q3224998	2012-03-13	Paper
Distributional properties of solutions of dVt = Vt-dUt + dLt with Lévy noise	2011-10-10	Paper
Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise	2011-01-14	Paper
Invariant measures of L\'evy-type operators and their associated Markov processes	0001-01-03	Paper

Research outcomes over time

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