The following pages link to Irmina Czarna (Q274166):
Displaying 15 items.
- A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes (Q274168) (← links)
- The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model (Q344313) (← links)
- Optimality of multi-refraction control strategies in the dual model (Q1622523) (← links)
- Parisian ruin probability for spectrally negative Lévy processes (Q1952435) (← links)
- Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs (Q2188956) (← links)
- Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
- Fluctuation theory for level-dependent Lévy risk processes (Q2280031) (← links)
- Parisian ruin for a refracted Lévy process (Q2397862) (← links)
- Parisian quasi-stationary distributions for asymmetric Lévy processes (Q2406780) (← links)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
- Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process (Q3108469) (← links)
- Parisian ruin probability with a lower ultimate bankrupt barrier (Q4576971) (← links)
- Discrete time ruin probability with Parisian delay (Q4577208) (← links)
- Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (Q5005018) (← links)
- Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process (Q5122737) (← links)
