Pages that link to "Item:Q2258121"
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The following pages link to Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121):
Displayed 9 items.
- A note on joint occupation times of spectrally negative Lévy risk processes with tax (Q1644177) (← links)
- Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030) (← links)
- Nonparametric estimation for a spectrally negative Lévy process based on high frequency data (Q1789705) (← links)
- A joint Laplace transform for pre-exit diffusion of occupation times (Q2013127) (← links)
- Two-sided discounted potential measures for spectrally negative Lévy processes (Q2348319) (← links)
- Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
- An occupation time related potential measure for diffusion processes (Q2358367) (← links)
- Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes (Q4685703) (← links)
- The Joint Laplace Transforms for Diffusion Occupation Times (Q5396591) (← links)