The following pages link to (Q3526631):
Displayed 36 items.
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- A note on Wiener-Hopf factorization for Markov additive processes (Q457101) (← links)
- Extremes of Markov-additive processes with one-sided jumps, with queueing applications (Q539512) (← links)
- On Wiener-Hopf factors for stable processes (Q629794) (← links)
- First passage of time-reversible spectrally negative Markov additive processes (Q969502) (← links)
- Singularities of the matrix exponent of a Markov additive process with one-sided jumps (Q988682) (← links)
- Parisian ruin probability for Markov additive risk processes (Q1712241) (← links)
- Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
- A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
- An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
- Lévy systems and the time value of ruin for Markov additive processes (Q1936473) (← links)
- The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740) (← links)
- Structural pricing of CoCos and deposit insurance with regime switching and jumps (Q2036863) (← links)
- Exit problems for positive self-similar Markov processes with one-sided jumps (Q2091523) (← links)
- An optimal stopping problem for spectrally negative Markov additive processes (Q2145820) (← links)
- The correlation function of a queue with Lévy and Markov additive input (Q2301495) (← links)
- Splitting and time reversal for Markov additive processes (Q2360247) (← links)
- Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- A Markov Additive Risk Process with a Dividend Barrier (Q2837755) (← links)
- Two-Sided Reflection of Markov-Modulated Brownian Motion (Q2904314) (← links)
- First Passage of a Markov Additive Process and Generalized Jordan Chains (Q3067845) (← links)
- First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type (Q3535637) (← links)
- A quintuple law for Markov additive processes with phase-type jumps (Q3578675) (← links)
- Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- A factorization of a Lévy process over a phase-type horizon (Q4634188) (← links)
- Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (Q5005018) (← links)
- Gambler's ruin problem in a Markov-modulated jump-diffusion risk model (Q5042786) (← links)
- Some harmonic functions for killed Markov branching processes with immigration and culling (Q5080072) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- Potential measures of one-sided Markov additive processes with reflecting and terminating barriers (Q5176526) (← links)
- On the central management of risk networks (Q5233165) (← links)
- The time to ruin for a class of Markov additive risk process with two-sided jumps (Q5475377) (← links)
- Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes (Q5880987) (← links)
- A series expansion formula of the scale matrix with applications in CUSUM analysis (Q6123282) (← links)