Drawdown analysis for the renewal insurance risk process

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scientific article; zbMATH DE number 3901778 (Why is no real title available?)
scientific article; zbMATH DE number 1249326 (Why is no real title available?)
scientific article; zbMATH DE number 852301 (Why is no real title available?)
Maximum drawdown insurance
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Quickest Detection
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Cited in

(9)

A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process
General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes
Analysis of a drawdown-based regime-switching Lévy insurance model
Maximum surplus and \(R_n\) class of distributions with an application to dividends
The Parisian and ultimate drawdowns of Lévy insurance models
Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes
Exit problems for general draw-down times of spectrally negative Lévy processes
On the frequency of drawdowns for Brownian motion processes
On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory

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