The following pages link to Refracted Lévy processes (Q974766):
Displaying 50 items.
- Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
- Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations (Q383194) (← links)
- Pricing maturity guarantee under a refracted Brownian motion (Q384225) (← links)
- Occupation times of refracted Lévy processes (Q482802) (← links)
- On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
- Refracted continuous-state branching processes: self-regulating populations (Q511546) (← links)
- A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
- Approximation and duality problems of refracted processes (Q778794) (← links)
- On occupation times in the red of Lévy risk models (Q784389) (← links)
- Occupation times of refracted double exponential jump diffusion processes (Q900561) (← links)
- Dividends: from refracting to ratcheting (Q1622509) (← links)
- Optimality of multi-refraction control strategies in the dual model (Q1622523) (← links)
- On the bail-out optimal dividend problem (Q1626508) (← links)
- On weighted occupation times for refracted spectrally negative Lévy processes (Q1645119) (← links)
- On the refracted-reflected spectrally negative Lévy processes (Q1683820) (← links)
- Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
- A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
- Expected utility of the drawdown-based regime-switching risk model with state-dependent termination (Q1742717) (← links)
- Generalized refracted Lévy process and its application to exit problem (Q1999919) (← links)
- Number of claims and ruin time for a refracted risk process (Q2001259) (← links)
- General draw-down times for refracted spectrally negative Lévy processes (Q2152244) (← links)
- Generalized scale functions of standard processes with no positive jumps (Q2183146) (← links)
- Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs (Q2188956) (← links)
- Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
- On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence (Q2252703) (← links)
- Fluctuation theory for level-dependent Lévy risk processes (Q2280031) (← links)
- Parisian ruin with a threshold dividend strategy under the dual Lévy risk model (Q2292187) (← links)
- On a family of critical growth-fragmentation semigroups and refracted Lévy processes (Q2307478) (← links)
- Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (Q2313748) (← links)
- Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
- Valuing equity-linked death benefits with a threshold expense strategy (Q2347060) (← links)
- The time of deducting fees for variable annuities under the state-dependent fee structure (Q2347103) (← links)
- Parisian ruin for a refracted Lévy process (Q2397862) (← links)
- A state dependent reinsurance model (Q2397864) (← links)
- Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
- Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates (Q2444704) (← links)
- Occupation times of intervals until first passage times for spectrally negative Lévy processes (Q2637212) (← links)
- First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- Optimality of Refraction Strategies for Spectrally Negative Lévy Processes (Q2807401) (← links)
- A Stochastic Control Problem with Linearly Bounded Control Rates in a Brownian Model (Q3382775) (← links)
- General tax Structures and the Lévy Insurance Risk Model (Q3402064) (← links)
- Lévy processes with adaptable exponent (Q3625651) (← links)
- REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL (Q4563792) (← links)
- Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- A reinsurance risk model with a threshold coverage policy: the Gerber–Shiu penalty function (Q4684852) (← links)
- A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← links)
- The distribution of refracted Lévy processes with jumps having rational Laplace transforms (Q4684914) (← links)
- Unique strong solutions of Lévy processes driven stochastic differential equations with discontinuous coefficients (Q5086436) (← links)
