Pages that link to "Item:Q1799648"
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The following pages link to Poissonian potential measures for Lévy risk models (Q1799648):
Displaying 7 items.
- A note on Parisian ruin under a hybrid observation scheme (Q1726780) (← links)
- On the distribution of classic and some exotic ruin times (Q2010893) (← links)
- HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation (Q2034924) (← links)
- On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy (Q2190324) (← links)
- Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models (Q5162845) (← links)
- Poissonian occupation times of spectrally negative Lévy processes with applications (Q5861814) (← links)
- On the area in the red of Lévy risk processes and related quantities (Q6171959) (← links)
