Pages that link to "Item:Q3143840"
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The following pages link to The Theory of Scale Functions for Spectrally Negative Lévy Processes (Q3143840):
Displaying 50 items.
- Number of jumps in two-sided first-exit problems for a compound Poisson process (Q340120) (← links)
- On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (Q432503) (← links)
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- On pre-exit joint occupation times for spectrally negative Lévy processes (Q466993) (← links)
- Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
- An insurance risk model with Parisian implementation delays (Q479172) (← links)
- Occupation times of refracted Lévy processes (Q482802) (← links)
- Markov chain approximations to scale functions of Lévy processes (Q492961) (← links)
- Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
- Refracted continuous-state branching processes: self-regulating populations (Q511546) (← links)
- Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
- On occupation times in the red of Lévy risk models (Q784389) (← links)
- Time reversal and last passage time of diffusions with applications to credit risk management (Q784742) (← links)
- Optimal dividends and capital injections in the dual model with a random time horizon (Q887106) (← links)
- Weak reflection principle for Lévy processes (Q894806) (← links)
- On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
- Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (Q1617121) (← links)
- A general framework for time-changed Markov processes and applications (Q1622827) (← links)
- The excursion measure away from zero for spectrally negative Lévy processes (Q1635961) (← links)
- Recovery of ruin probability and value at risk from the scaled Laplace transform inversion (Q1639543) (← links)
- A note on joint occupation times of spectrally negative Lévy risk processes with tax (Q1644177) (← links)
- On weighted occupation times for refracted spectrally negative Lévy processes (Q1645119) (← links)
- Maximum loss and maximum gain of spectrally negative Lévy processes (Q1675705) (← links)
- Spectrally negative Lévy processes with Parisian reflection below and classical reflection above (Q1683818) (← links)
- Parisian ruin in the dual model with applications to the \(G/M/1\) queue (Q1696941) (← links)
- Extension of the loss probability formula to an overloaded queue with impatient customers (Q1698247) (← links)
- Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030) (← links)
- Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift (Q1713469) (← links)
- Pricing insurance drawdown-type contracts with underlying Lévy assets (Q1742698) (← links)
- A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
- Expected utility of the drawdown-based regime-switching risk model with state-dependent termination (Q1742717) (← links)
- On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626) (← links)
- Poissonian potential measures for Lévy risk models (Q1799648) (← links)
- Generalized refracted Lévy process and its application to exit problem (Q1999919) (← links)
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
- Time-changed spectrally positive Lévy processes started from infinity (Q2040064) (← links)
- Maximum drawdown and drawdown duration of spectrally negative Lévy processes decomposed at extremes (Q2042048) (← links)
- The value of power-related options under spectrally negative Lévy processes (Q2047039) (← links)
- A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process (Q2048165) (← links)
- On scale functions for Lévy processes with negative phase-type jumps (Q2052939) (← links)
- On the explosion of a class of continuous-state nonlinear branching processes (Q2076603) (← links)
- A transformation for spectrally negative Lévy processes and applications (Q2080148) (← links)
- Exit problems for positive self-similar Markov processes with one-sided jumps (Q2091523) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- Complete monotonicity of time-changed Lévy processes at first passage (Q2105382) (← links)
- Transition densities of spectrally positive Lévy processes (Q2113615) (← 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)
- Generalized scale functions of standard processes with no positive jumps (Q2183146) (← links)
