Pages that link to "Item:Q719777"
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The following pages link to Occupation times of spectrally negative Lévy processes with applications (Q719777):
Displaying 50 items.
- A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes (Q274168) (← links)
- Exit identities for Lévy processes observed at Poisson arrival times (Q282534) (← links)
- Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
- A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
- The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model (Q344313) (← links)
- On pre-exit joint occupation times for spectrally negative Lévy processes (Q466993) (← links)
- An insurance risk model with Parisian implementation delays (Q479172) (← links)
- Occupation times of refracted Lévy processes (Q482802) (← links)
- Ornstein-Uhlenback type Omega model (Q528231) (← 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)
- Occupation times of hyper-exponential jump diffusion processes with application to price step options (Q893129) (← links)
- Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891) (← links)
- A note on joint occupation times of spectrally negative Lévy risk processes with tax (Q1644177) (← links)
- On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments (Q1644204) (← links)
- On weighted occupation times for refracted spectrally negative Lévy processes (Q1645119) (← links)
- On the distribution of cumulative Parisian ruin (Q1681195) (← links)
- Occupation times of general Lévy processes (Q1692245) (← links)
- A note on Parisian ruin under a hybrid observation scheme (Q1726780) (← links)
- Poissonian potential measures for Lévy risk models (Q1799648) (← links)
- Occupation times of intervals until last passage times for spectrally negative Lévy processes (Q1800500) (← links)
- \(n\)-dimensional Laplace transforms of occupation times for pre-exit diffusion processes (Q1985945) (← links)
- Occupation time of Lévy processes with jumps rational Laplace transforms (Q1990036) (← links)
- On the distribution of classic and some exotic ruin times (Q2010893) (← links)
- A joint Laplace transform for pre-exit diffusion of occupation times (Q2013127) (← links)
- General draw-down times for refracted spectrally negative Lévy processes (Q2152244) (← links)
- Local times for spectrally negative Lévy processes (Q2183759) (← links)
- On the analysis of deep drawdowns for the Lévy insurance risk model (Q2234758) (← links)
- Occupation times for spectrally negative Lévy processes on the last exit time (Q2244451) (← links)
- Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
- Diffusion occupation time before exiting (Q2259237) (← links)
- Occupation times in the MAP risk model (Q2260947) (← links)
- Minimizing the probability of lifetime exponential Parisian ruin (Q2302841) (← links)
- The time of deducting fees for variable annuities under the state-dependent fee structure (Q2347103) (← links)
- Two-sided discounted potential measures for spectrally negative Lévy processes (Q2348319) (← links)
- An occupation time related potential measure for diffusion processes (Q2358367) (← links)
- Optimality of excess-loss reinsurance under a mean-variance criterion (Q2364009) (← links)
- On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
- Parisian ruin for a refracted Lévy process (Q2397862) (← links)
- Occupation times for the finite buffer fluid queue with phase-type ON-times (Q2417042) (← links)
- Occupation times of intervals until first passage times for spectrally negative Lévy processes (Q2637212) (← links)
- The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- Bridging the first and last passage times for Lévy models (Q2685908) (← 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)
- Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- Occupation times of alternating renewal processes with Lévy applications (Q4611287) (← links)
