Pages that link to "Item:Q479172"
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The following pages link to An insurance risk model with Parisian implementation delays (Q479172):
Displaying 50 items.
- A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes (Q274168) (← links)
- Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
- The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model (Q344313) (← links)
- Occupation times of refracted Lévy processes (Q482802) (← links)
- Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
- Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (Q730354) (← links)
- On occupation times in the red of Lévy risk models (Q784389) (← links)
- Liquidation risk in insurance under contemporary regulatory frameworks (Q784414) (← links)
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
- The dual risk model with dividends taken at arrival (Q1622513) (← links)
- Discounted penalty function at Parisian ruin for Lévy insurance risk process (Q1622529) (← links)
- On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments (Q1644204) (← links)
- On the distribution of cumulative Parisian ruin (Q1681195) (← links)
- Parisian ruin in the dual model with applications to the \(G/M/1\) queue (Q1696941) (← links)
- Parisian ruin probability for Markov additive risk processes (Q1712241) (← links)
- A threshold-based risk process with a waiting period to pay dividends (Q1717028) (← links)
- A note on Parisian ruin under a hybrid observation scheme (Q1726780) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
- Poissonian potential measures for Lévy risk models (Q1799648) (← links)
- Parisian ruin probability for spectrally negative Lévy processes (Q1952435) (← links)
- Parisian excursion below a fixed level from the last record maximum of Lévy insurance risk process (Q2001232) (← links)
- On the distribution of classic and some exotic ruin times (Q2010893) (← links)
- Discrete-time risk models with surplus-dependent premium corrections (Q2096248) (← links)
- Optimal dividend strategy under Parisian ruin with affine penalty (Q2157383) (← links)
- Gerber-Shiu function at draw-down Parisian ruin time for the spectrally negative Lévy risk process (Q2169287) (← links)
- Parisian ruin with Erlang delay and a lower bankruptcy barrier (Q2176386) (← links)
- Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital (Q2209797) (← links)
- Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
- Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
- Parisian ruin with a threshold dividend strategy under the dual Lévy risk model (Q2292187) (← links)
- Minimizing the probability of lifetime exponential Parisian ruin (Q2302841) (← links)
- Parisian ruin for a refracted Lévy process (Q2397862) (← links)
- Parisian quasi-stationary distributions for asymmetric Lévy processes (Q2406780) (← links)
- Sensitivity analysis of some applied probability models (Q2662914) (← links)
- Dividend optimisation: a behaviouristic approach (Q2665855) (← links)
- The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983) (← links)
- Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes (Q2700076) (← links)
- Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view (Q2806357) (← links)
- Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process (Q3108469) (← links)
- Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes (Q3188588) (← links)
- Parisian ruin of self-similar Gaussian risk processes (Q3449926) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- Asymptotic analysis and optimization of some insurance models (Q4627093) (← links)
- A temporal approach to the Parisian risk model (Q4684940) (← links)
- Draw-down Parisian ruin for spectrally negative Lévy processes (Q5005045) (← links)
- Parisian ruin probability - the De Vylder type approximation (Q5062353) (← links)
- Discounted probability of exponential parisian ruin: Diffusion approximation (Q5067209) (← 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)
- On fluctuation-theoretic decompositions via Lindley-type recursions (Q6056574) (← links)
- Ruin probabilities as functions of the roots of a polynomial (Q6166247) (← links)
