The following pages link to (Q3866218):
Displayed 17 items.
- \(LU\)-factorization versus Wiener-Hopf factorization for Markov chains (Q383600) (← links)
- A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' (Q479189) (← links)
- A fluctuation theory for Markov chains (Q594477) (← links)
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) (← links)
- Further results for semiregenerative phenomena (Q1323528) (← links)
- Ladder height distributions with marks (Q1899258) (← links)
- Structural pricing of CoCos and deposit insurance with regime switching and jumps (Q2036863) (← links)
- First-passage times of regime switching models (Q2251701) (← links)
- The tax identity for Markov additive risk processes (Q2445485) (← links)
- A peculiar two point boundary value problem (Q2456023) (← links)
- A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation (Q2494373) (← links)
- Wiener-Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility (Q2680397) (← links)
- Erlangian Approximations for Finite-Horizon Ruin Probabilities (Q4661663) (← links)
- Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application (Q4999834) (← links)
- Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains (Q5086622) (← links)
- Conditioning an additive functional of a Markov chain to stay nonnegative. I. Survival for a long time (Q5475380) (← links)