Pages that link to "Item:Q2565931"

The following pages link to Passage times for a spectrally negative Lévy process with applications to risk theory (Q2565931):

Displaying 30 items.

• The hitting time for a Cox risk process (Q408212) (← links)
• A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
• Smoothness of scale functions for spectrally negative Lévy processes (Q718902) (← links)
• Exact and asymptotic \(n\)-tuple laws at first and last passage (Q968775) (← links)
• Occupation times of intervals until last passage times for spectrally negative Lévy processes (Q1800500) (← links)
• Hierarchical extended least squares estimation approaches for a multi-input multi-output stochastic system with colored noise from observation data (Q2205498) (← links)
• Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
• Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
• The time of ultimate recovery in Gaussian risk model (Q2322841) (← links)
• Splitting and time reversal for Markov additive processes (Q2360247) (← links)
• Optimality of excess-loss reinsurance under a mean-variance criterion (Q2364009) (← links)
• First and last passage times of spectrally positive Lévy processes with application to reliability (Q2516387) (← links)
• Parameter estimation for a class of radial basis function-based nonlinear time-series models with moving average noises (Q2656862) (← links)
• Bridging the first and last passage times for Lévy models (Q2685908) (← links)
• Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
• Sparre Andersen identity and the last passage time (Q3188591) (← links)
• A Lévy Insurance Risk Process with Tax (Q3516409) (← links)
• On the last exit times for spectrally negative Lévy processes (Q4684866) (← links)
• “On a Classical Risk Model with a Constant Dividend Barrier”, Xiaowen Zhou, October 2005 (Q5018725) (← links)
• On The Expected Discounted Penalty function for Lévy Risk Processes (Q5018745) (← links)
• Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest (Q5083889) (← links)
• Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes (Q5321767) (← links)
• Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
• Joint distributions concerning last exit time for diffusion processes (Q6082877) (← links)
• Parameter identification of a nonlinear radial basis function‐based state‐dependent autoregressive network with autoregressive noise via the filtering technique and the multiinnovation theory (Q6082923) (← links)
• Predicting the last zero before an exponential time of a spectrally negative Lévy process (Q6101822) (← links)
• \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process (Q6126805) (← links)
• The two-barrier escape problem for compound renewal processes with two-sided jumps (Q6171136) (← links)
• Partially-coupled gradient-based iterative algorithms for multivariable output-error-like systems with autoregressive moving average noises (Q6609022) (← links)
• Parameter estimation for a multi-input multi-output state-space system with unmeasurable states through the data filtering technique (Q6611544) (← links)