Pages that link to "Item:Q4805835"

The following pages link to Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion (Q4805835):

Displaying 16 items.

• Probability law and flow function of Brownian motion driven by a generalized telegraph process (Q496968) (← links)
• Total duration of negative surplus for an MAP risk model (Q530736) (← links)
• Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
• On occupation times in the red of Lévy risk models (Q784389) (← links)
• Total duration of negative surplus for the risk model with debit interest (Q1021771) (← links)
• The Omega model: from bankruptcy to occupation times in the red (Q1936471) (← links)
• Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy (Q2258090) (← links)
• Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
• Total duration of negative surplus for a Brownian motion risk model with interest (Q2440501) (← links)
• Passage times for a spectrally negative Lévy process with applications to risk theory (Q2565931) (← links)
• On Ruin Probability for a Risk Process Perturbed by a Lévy Process with no Negative Jumps (Q3514276) (← links)
• Total duration of negative surplus for the dual model (Q3552655) (← 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)
• The Joint Laplace Transforms for Diffusion Occupation Times (Q5396591) (← links)
• Total Duration of Negative Surplus for the Risk Process with Constant Interest Force (Q5430135) (← links)
• On the area in the red of Lévy risk processes and related quantities (Q6171959) (← links)