Pages that link to "Item:Q2500514"
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The following pages link to Introductory lectures on fluctuations of Lévy processes with applications. (Q2500514):
Displaying 50 items.
- Moments of discounted dividend payments in a risk model with randomized dividend-decision times (Q1692711) (← links)
- Parisian ruin in the dual model with applications to the \(G/M/1\) queue (Q1696941) (← links)
- Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030) (← links)
- Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
- The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
- Lowest priority waiting time distribution in an accumulating priority Lévy queue (Q1727945) (← links)
- Change-point detection for Lévy processes (Q1737954) (← links)
- Pricing insurance drawdown-type contracts with underlying Lévy assets (Q1742698) (← links)
- On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes (Q1743344) (← links)
- Spatial central limit theorem for supercritical superprocesses (Q1745257) (← links)
- Spectral analysis of stable processes on the positive half-line (Q1748911) (← links)
- Williams decomposition for superprocesses (Q1748927) (← links)
- On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626) (← links)
- Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case (Q1930656) (← links)
- Small value probabilities for continuous state branching processes with immigration (Q1934411) (← links)
- Uniform boundary Harnack principle for rotationally symmetric Lévy processes in general open sets (Q1934415) (← links)
- Lévy systems and the time value of ruin for Markov additive processes (Q1936473) (← links)
- Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes (Q1937998) (← links)
- A multiple-curve HJM model of interbank risk (Q1938982) (← links)
- Small and large time stability of the time taken for a Lévy process to cross curved boundaries (Q1943326) (← links)
- \(\mathbb N\)-measure for continuous state branching processes and its application (Q1946943) (← links)
- Parisian ruin probability for spectrally negative Lévy processes (Q1952435) (← links)
- Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes (Q1958501) (← links)
- Turán inequalities and complete monotonicity for a class of entire functions (Q1980941) (← links)
- Asymptotic results for heavy-tailed Lévy processes and their exponential functionals (Q1983635) (← links)
- \(n\)-dimensional Laplace transforms of occupation times for pre-exit diffusion processes (Q1985945) (← links)
- Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions (Q1987324) (← links)
- Branching processes seen from their extinction time via path decompositions of reflected Lévy processes (Q1990233) (← links)
- Discretization error for a two-sided reflected Lévy process (Q1992150) (← links)
- First-passage time model driven by Lévy process for pricing CoCos (Q1992838) (← links)
- Parisian excursion below a fixed level from the last record maximum of Lévy insurance risk process (Q2001232) (← links)
- Optimal dividends in the dual model under transaction costs (Q2015482) (← links)
- Valuing equity-linked death benefits in jump diffusion models (Q2015627) (← links)
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
- Conditional limit theorems for critical continuous-state branching processes (Q2018900) (← links)
- Exponential ergodicity for general continuous-state nonlinear branching processes (Q2024510) (← links)
- Maximal moments and uniform modulus of continuity for stable random fields (Q2029780) (← links)
- Multiple yield curve modelling with CBI processes (Q2037767) (← links)
- Brownian motion on stable looptrees (Q2041831) (← links)
- Exact simulation of two-parameter Poisson-Dirichlet random variables (Q2042754) (← links)
- The likelihood of mixed hitting times (Q2043238) (← links)
- On scale functions for Lévy processes with negative phase-type jumps (Q2052939) (← links)
- Three classes of decomposable distributions (Q2053576) (← links)
- Two-sided optimal stopping for Lévy processes (Q2064841) (← links)
- On the boundary behavior of multi-type continuous-state branching processes with immigration (Q2064884) (← links)
- Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process (Q2065473) (← links)
- Liouville quantum gravity and the Brownian map II: geodesics and continuity of the embedding (Q2072082) (← links)
- On Doney's striking factorization of the arc-sine law (Q2080140) (← links)
- Some new classes and techniques in the theory of Bernstein functions (Q2080147) (← links)
- A transformation for spectrally negative Lévy processes and applications (Q2080148) (← links)
