Pages that link to "Item:Q4684875"
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The following pages link to A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875):
Displayed 16 items.
- Expected utility of the drawdown-based regime-switching risk model with state-dependent termination (Q1742717) (← links)
- Pricing American drawdown options under Markov models (Q2030371) (← links)
- Complete monotonicity of time-changed Lévy processes at first passage (Q2105382) (← links)
- On the derivative counting processes of first- and second-order aggregated semi-Markov systems (Q2157411) (← links)
- The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983) (← links)
- DRAWDOWN MEASURES AND RETURN MOMENTS (Q4555853) (← links)
- General drawdown of general tax model in a time-homogeneous Markov framework (Q5014313) (← 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)
- Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time (Q5203959) (← links)
- Fatou's Lemma for Weakly Converging Measures under the Uniform Integrability Condition (Q5216294) (← links)
- A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time (Q5242231) (← links)
- Some characterizations for Markov processes at first passage (Q5870411) (← links)
- Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes (Q5880987) (← links)
- State space splitting of a finite markov process and some discussions on related counting processes (Q6107566) (← links)
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)
- Continuous-state branching processes with collisions: first passage times and duality (Q6186388) (← links)