Pages that link to "Item:Q2637212"
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The following pages link to Occupation times of intervals until first passage times for spectrally negative Lévy processes (Q2637212):
Displayed 50 items.
- A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes (Q274168) (← links)
- Exit identities for Lévy processes observed at Poisson arrival times (Q282534) (← links)
- Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
- On pre-exit joint occupation times for spectrally negative Lévy processes (Q466993) (← links)
- Ornstein-Uhlenback type Omega model (Q528231) (← links)
- Optimality of hybrid continuous and periodic barrier strategies in the dual model (Q781548) (← 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)
- Occupation times of hyper-exponential jump diffusion processes with application to price step options (Q893129) (← links)
- Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891) (← links)
- Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (Q1617121) (← links)
- On optimal periodic dividend strategies for Lévy risk processes (Q1641138) (← 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)
- On the distribution of cumulative Parisian ruin (Q1681195) (← links)
- Spectrally negative Lévy processes with Parisian reflection below and classical reflection above (Q1683818) (← links)
- Occupation times of general Lévy processes (Q1692245) (← links)
- Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
- A note on Parisian ruin under a hybrid observation scheme (Q1726780) (← links)
- Poissonian potential measures for Lévy risk models (Q1799648) (← links)
- Occupation times of intervals until last passage times for spectrally negative Lévy processes (Q1800500) (← links)
- \(n\)-dimensional Laplace transforms of occupation times for pre-exit diffusion processes (Q1985945) (← links)
- A joint Laplace transform for pre-exit diffusion of occupation times (Q2013127) (← links)
- General draw-down times for refracted spectrally negative Lévy processes (Q2152244) (← links)
- Gerber-Shiu function at draw-down Parisian ruin time for the spectrally negative Lévy risk process (Q2169287) (← links)
- Parisian ruin with Erlang delay and a lower bankruptcy barrier (Q2176386) (← links)
- Local times for spectrally negative Lévy processes (Q2183759) (← links)
- Sojourn times of Gaussian processes with trend (Q2209315) (← links)
- The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
- Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin (Q2221520) (← links)
- On the analysis of deep drawdowns for the Lévy insurance risk model (Q2234758) (← links)
- Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255) (← links)
- Occupation times for spectrally negative Lévy processes on the last exit time (Q2244451) (← links)
- Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
- Diffusion occupation time before exiting (Q2259237) (← links)
- Occupation times in the MAP risk model (Q2260947) (← links)
- On a spectrally negative Lévy risk process with periodic dividends and capital injections (Q2273741) (← links)
- On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models (Q2274283) (← links)
- Parisian ruin with a threshold dividend strategy under the dual Lévy risk model (Q2292187) (← links)
- Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (Q2313748) (← links)
- Two-sided discounted potential measures for spectrally negative Lévy processes (Q2348319) (← links)
- An occupation time related potential measure for diffusion processes (Q2358367) (← links)
- On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
- Parisian ruin for a refracted Lévy process (Q2397862) (← links)
- Occupation times for the finite buffer fluid queue with phase-type ON-times (Q2417042) (← links)
- The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983) (← links)
- Bridging the first and last passage times for Lévy models (Q2685908) (← links)
- On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes (Q2695946) (← links)
- Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view (Q2806357) (← links)