Pages that link to "Item:Q3143840"

The following pages link to The Theory of Scale Functions for Spectrally Negative Lévy Processes (Q3143840):

Displaying 50 items.

• Generalized scale functions of standard processes with no positive jumps (Q2183146) (← links)
• Local times for spectrally negative Lévy processes (Q2183759) (← links)
• Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs (Q2188956) (← links)
• The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
• A drawdown reflected spectrally negative Lévy process (Q2224959) (← links)
• Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255) (← links)
• Occupation times for spectrally negative Lévy processes on the last exit time (Q2244451) (← links)
• Phase-type Fitting of scale functions for spectrally negative Lévy processes (Q2252259) (← links)
• Bottleneck options (Q2255011) (← links)
• Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
• On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models (Q2274283) (← 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)
• Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail (Q2299385) (← links)
• Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
• On a family of critical growth-fragmentation semigroups and refracted Lévy processes (Q2307478) (← links)
• Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case (Q2346972) (← links)
• Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
• Two-sided discounted potential measures for spectrally negative Lévy processes (Q2348319) (← links)
• On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
• Optimal dividends and capital injections for a spectrally positive Lévy process (Q2358466) (← links)
• On future drawdowns of Lévy processes (Q2360246) (← links)
• On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
• Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (Q2397860) (← links)
• Parisian ruin for a refracted Lévy process (Q2397862) (← links)
• Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching (Q2415959) (← links)
• A capped optimal stopping problem for the maximum process (Q2439470) (← links)
• Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases (Q2445350) (← links)
• Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
• Occupation times of intervals until first passage times for spectrally negative Lévy processes (Q2637212) (← links)
• Moments of the ruin time in a Lévy risk model (Q2684957) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• Spectrally negative Lévy processes with applications in risk theory (Q2726729) (← links)
• Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view (Q2806357) (← links)
• Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
• Optimality of refraction strategies for spectrally negative Lévy processes (Q2807401) (← links)
• Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
• AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) (← links)
• Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
• The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process (Q3449925) (← links)
• Parisian ruin probability with a lower ultimate bankrupt barrier (Q4576971) (← links)
• (Q4578294) (← links)
• Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations (Q4579836) (← links)
• On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
• On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models (Q4611286) (← links)
• Occupation times of alternating renewal processes with Lévy applications (Q4611287) (← links)
• A factorization of a Lévy process over a phase-type horizon (Q4634188) (← links)
• Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method (Q4683049) (← links)
• A reinsurance risk model with a threshold coverage policy: the Gerber–Shiu penalty function (Q4684852) (← links)
• On the last exit times for spectrally negative Lévy processes (Q4684866) (← links)