Pages that link to "Item:Q3108469"

The following pages link to Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process (Q3108469):

Displaying 50 items.

• A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes (Q274168) (← links)
• Parisian ruin over a finite-time horizon (Q295101) (← links)
• The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model (Q344313) (← links)
• An insurance risk model with Parisian implementation delays (Q479172) (← links)
• Finite time Parisian ruin of an integrated Gaussian risk model (Q512787) (← links)
• Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
• On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
• Parisian ruin for the dual risk process in discrete-time (Q1616054) (← links)
• Discounted penalty function at Parisian ruin for Lévy insurance risk process (Q1622529) (← links)
• Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk (Q1645190) (← links)
• On the distribution of cumulative Parisian ruin (Q1681195) (← links)
• Parisian ruin probability for Markov additive risk processes (Q1712241) (← links)
• A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
• A threshold-based risk process with a waiting period to pay dividends (Q1717028) (← links)
• On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
• Poissonian potential measures for Lévy risk models (Q1799648) (← links)
• Parisian ruin probability for spectrally negative Lévy processes (Q1952435) (← links)
• Studies on a double Poisson-geometric insurance risk model with interference (Q1955991) (← links)
• Parisian excursion below a fixed level from the last record maximum of Lévy insurance risk process (Q2001232) (← links)
• On the distribution of classic and some exotic ruin times (Q2010893) (← links)
• Discrete-time risk models with surplus-dependent premium corrections (Q2096248) (← links)
• Optimal dividend strategy under Parisian ruin with affine penalty (Q2157383) (← 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)
• Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs (Q2188956) (← links)
• Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital (Q2209797) (← links)
• Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
• Parisian ruin with a threshold dividend strategy under the dual Lévy risk model (Q2292187) (← links)
• Minimizing the probability of lifetime exponential Parisian ruin (Q2302841) (← links)
• Parisian ruin for a refracted Lévy process (Q2397862) (← links)
• Parisian quasi-stationary distributions for asymmetric Lévy processes (Q2406780) (← links)
• Sensitivity analysis of some applied probability models (Q2662914) (← links)
• Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes (Q3188588) (← links)
• Parisian ruin of self-similar Gaussian risk processes (Q3449926) (← links)
• Parisian types of ruin probabilities for a class of dependent risk-reserve processes (Q4562059) (← links)
• Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
• Parisian ruin probability with a lower ultimate bankrupt barrier (Q4576971) (← links)
• Discrete time ruin probability with Parisian delay (Q4577208) (← links)
• Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon (Q4583618) (← links)
• Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
• Asymptotic analysis and optimization of some insurance models (Q4627093) (← links)
• A temporal approach to the Parisian risk model (Q4684940) (← links)
• Ruin probabilities for two collaborating insurance companies (Q4999842) (← links)
• Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (Q5005018) (← links)
• Draw-down Parisian ruin for spectrally negative Lévy processes (Q5005045) (← links)
• Ruin probabilities for risk process in a regime-switching environment (Q5042780) (← links)
• Parisian ruin probability - the De Vylder type approximation (Q5062353) (← links)
• On the time spent in the red by a refracted L\'evy risk process (Q5176527) (← links)
• A unified approach to ruin probabilities with delays for spectrally negative Lévy processes (Q5193492) (← links)
• Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance (Q5222158) (← links)