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.
- Two continua of embedded regenerative sets (Q2080151) (← links)
- Transition densities of spectrally positive Lévy processes (Q2113615) (← links)
- Change-level detection for Lévy subordinators (Q2121087) (← links)
- On capital allocation for a risk measure derived from ruin theory (Q2138618) (← links)
- A note on Lévy subordinators in cones of fuzzy sets in Banach spaces (Q2144646) (← links)
- Martingales associated with functions of Markov and finite variation processes (Q2146384) (← links)
- Modeling and complexity of stochastic interacting Lévy type financial price dynamics (Q2150375) (← links)
- General draw-down times for refracted spectrally negative Lévy processes (Q2152244) (← links)
- On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance (Q2153520) (← links)
- The distribution of strike size: empirical evidence from Europe and north America in the 19th and 20th centuries (Q2165674) (← links)
- On the speed and spectrum of mean-field random walks among random conductances (Q2175328) (← links)
- On lattice path counting and the random product representation, with applications to the \(E_r/M/1\) queue and the \(M/E_r/1\) queue (Q2176360) (← links)
- Parisian ruin with Erlang delay and a lower bankruptcy barrier (Q2176386) (← links)
- Bridges with random length: gamma case (Q2181620) (← links)
- Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs (Q2188956) (← links)
- Infinitesimal generators of semigroups with prescribed boundary fixed points (Q2199936) (← links)
- Malliavin calculus for subordinated Lévy process (Q2201376) (← links)
- Fractional diffusion limit for a kinetic equation with an interface (Q2212594) (← links)
- Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues (Q2220361) (← links)
- Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin (Q2221520) (← links)
- A drawdown reflected spectrally negative Lévy process (Q2224959) (← links)
- Censored stable subordinators and fractional derivatives (Q2236847) (← links)
- Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255) (← links)
- Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
- Exit times for an increasing Lévy tree-valued process (Q2249591) (← links)
- Phase-type Fitting of scale functions for spectrally negative Lévy processes (Q2252259) (← links)
- Bottleneck options (Q2255011) (← links)
- Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
- Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
- Intensity process for a pure jump Lévy structural model with incomplete information (Q2258826) (← links)
- A risk model with varying premiums: its risk management implications (Q2260944) (← links)
- Occupation times in the MAP risk model (Q2260947) (← links)
- Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
- Queues with Lévy input and hysteretic control (Q2269483) (← links)
- On a spectrally negative Lévy risk process with periodic dividends and capital injections (Q2273741) (← links)
- Financial risk measures for a network of individual agents holding portfolios of light-tailed objects (Q2274222) (← links)
- On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models (Q2274283) (← links)
- A continuous-state polynomial branching process (Q2274288) (← links)
- On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
- Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
- Fluctuation theory for level-dependent Lévy risk processes (Q2280031) (← links)
- Liouville quantum gravity and the Brownian map. I: The \(\text{QLE}(8/3,0)\) metric (Q2288422) (← links)
- Parisian ruin with a threshold dividend strategy under the dual Lévy risk model (Q2292187) (← links)
- Self-decomposable laws from continuous branching processes (Q2297328) (← links)
- Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail (Q2299385) (← links)
- Characterizing anomalous diffusion by studying displacements (Q2299870) (← links)
- The correlation function of a queue with Lévy and Markov additive input (Q2301495) (← links)
- Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
- Fractal-dimensional properties of subordinators (Q2312770) (← links)
- A note on a generalized discounted penalty function in a Sparre Andersen risk model perturbed by diffusion (Q2319082) (← links)
