Pages that link to "Item:Q2375748"
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The following pages link to Fluctuations of Lévy processes with applications. Introductory lectures (Q2375748):
Displaying 50 items.
- Approximating Lévy processes with completely monotone jumps (Q259581) (← links)
- A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes (Q274168) (← links)
- Statistical inference for critical continuous state and continuous time branching processes with immigration (Q314552) (← links)
- New families of subordinators with explicit transition probability semigroup (Q404140) (← links)
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
- Max-stable processes and stationary systems of Lévy particles (Q491189) (← links)
- Probabilistic approach to Appell polynomials (Q491950) (← links)
- Continuous state branching processes in random environment: the Brownian case (Q511139) (← links)
- Generalized nonlinear Yule models (Q523200) (← links)
- Branching processes in a Lévy random environment (Q683651) (← links)
- Dynamic optimality in optimal variance stopping problems (Q722667) (← links)
- On exceptional times for generalized Fleming-Viot processes with mutations (Q744176) (← links)
- Approximation and duality problems of refracted processes (Q778794) (← links)
- Entrance and exit at infinity for stable jump diffusions (Q784167) (← links)
- On occupation times in the red of Lévy risk models (Q784389) (← links)
- Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
- Time reversal and last passage time of diffusions with applications to credit risk management (Q784742) (← links)
- On free regular and Bondesson convolution semigroups (Q785403) (← links)
- Small deviations for admixture additive \& multiplicative processes (Q824720) (← links)
- Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform (Q896751) (← links)
- On Mittag-Leffler distributions and related stochastic processes (Q898944) (← links)
- Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891) (← links)
- Extinction properties of multi-type continuous-state branching processes (Q1615898) (← links)
- Deterministic versus stochastic aspects of superexponential population growth models (Q1619528) (← links)
- The size of the last merger and time reversal in \(\Lambda\)-coalescents (Q1621714) (← links)
- Dividends: from refracting to ratcheting (Q1622509) (← links)
- Discounted penalty function at Parisian ruin for Lévy insurance risk process (Q1622529) (← links)
- Martingales in self-similar growth-fragmentations and their connections with random planar maps (Q1626615) (← links)
- Stable windings at the origin (Q1630670) (← links)
- The excursion measure away from zero for spectrally negative Lévy processes (Q1635961) (← links)
- Deep factorisation of the stable process. II: Potentials and applications (Q1635974) (← links)
- Analytic techniques for option pricing under a hyperexponential Lévy model (Q1639540) (← links)
- Recovery of ruin probability and value at risk from the scaled Laplace transform inversion (Q1639543) (← links)
- A note on joint occupation times of spectrally negative Lévy risk processes with tax (Q1644177) (← links)
- On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments (Q1644204) (← links)
- On weighted occupation times for refracted spectrally negative Lévy processes (Q1645119) (← links)
- Alpha-robust mean-variance reinsurance-investment strategy (Q1656367) (← links)
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- A note on first passage functionals for Lévy processes with jumps of rational Laplace transforms (Q1669250) (← links)
- Solution to HJB equations with an elliptic integro-differential operator and gradient constraint (Q1670367) (← links)
- Maximum loss and maximum gain of spectrally negative Lévy processes (Q1675705) (← links)
- On the distribution of cumulative Parisian ruin (Q1681195) (← links)
- Asymptotic results for exponential functionals of Lévy processes (Q1683810) (← links)
- Spectrally negative Lévy processes with Parisian reflection below and classical reflection above (Q1683818) (← links)
- Smoothness of continuous state branching with immigration semigroups (Q1684781) (← links)
- A probabilistic approach to spectral analysis of growth-fragmentation equations (Q1702576) (← links)
- Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift (Q1713469) (← links)
- Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
- A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
- A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
