Pages that link to "Item:Q3410936"
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The following pages link to On extreme ruinous behaviour of Lévy insurance risk processes (Q3410936):
Displaying 9 items.
- Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583) (← links)
- A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes (Q274168) (← links)
- Passage time and fluctuation calculations for subexponential Lévy processes (Q282543) (← links)
- Occupation times of refracted Lévy processes (Q482802) (← links)
- Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
- On suprema of Lévy processes and application in risk theory (Q731712) (← links)
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741) (← links)
- Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)
