Pages that link to "Item:Q4684866"

The following pages link to On the last exit times for spectrally negative Lévy processes (Q4684866):

Displaying 14 items.

• Exit identities for diffusion processes observed at Poisson arrival times (Q777097) (← links)
• Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion (Q1624625) (← links)
• A note on joint occupation times of spectrally negative Lévy risk processes with tax (Q1644177) (← links)
• Occupation times for spectrally negative Lévy processes on the last exit time (Q2244451) (← links)
• On a spectrally negative Lévy risk process with periodic dividends and capital injections (Q2273741) (← links)
• Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
• Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income (Q2296513) (← links)
• On a system of \(q\)-Laplace transform of two variables with applications (Q2332713) (← links)
• Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion (Q2335686) (← links)
• Bridging the first and last passage times for Lévy models (Q2685908) (← 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)
• Joint occupation times in an infinite interval for spectrally negative Lévy processes on the last exit time (Q6054053) (← links)
• Joint distributions concerning last exit time for diffusion processes (Q6082877) (← links)
• On a system of q‐modified Laplace transform and its applications (Q6148844) (← links)