Pages that link to "Item:Q2001232"
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The following pages link to Parisian excursion below a fixed level from the last record maximum of Lévy insurance risk process (Q2001232):
Displayed 4 items.
- Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process (Q784432) (← links)
- On the analysis of deep drawdowns for the Lévy insurance risk model (Q2234758) (← links)
- Draw-down Parisian ruin for spectrally negative Lévy processes (Q5005045) (← links)
- Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)