Pages that link to "Item:Q2439244"
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The following pages link to Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244):
Displaying 8 items.
- Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion (Q1624625) (← links)
- Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
- Optimal investment and reinsurance under the gamma process (Q2241632) (← links)
- Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
- Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
- Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes (Q4685703) (← links)
- ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (Q5214827) (← links)
- Poissonian occupation times of refracted Lévy processes with applications (Q6641289) (← links)
