Pages that link to "Item:Q2500514"

The following pages link to Introductory lectures on fluctuations of Lévy processes with applications. (Q2500514):

Displaying 50 items.

• The geometry of random minimal factorizations of a long cycle via biconditioned bitype random trees (Q2323049) (← links)
• Clustering of financial instruments using jump tail dependence coefficient (Q2324271) (← links)
• Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process (Q2325391) (← links)
• Extremal theory for long range dependent infinitely divisible processes (Q2327952) (← links)
• A general continuous-state nonlinear branching process (Q2330469) (← links)
• Quickest drift change detection in Lévy-type force of mortality model (Q2335769) (← links)
• Gravitation versus Brownian motion (Q2337834) (← links)
• Optimal investment, consumption and timing of annuity purchase under a preference change (Q2338709) (← links)
• Intermittent process analysis with scattering moments (Q2338929) (← links)
• Exact tail asymptotics of the supremum attained by a Lévy process (Q2339545) (← links)
• Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
• A continuum percolation model for stock price fluctuation as a Lévy process (Q2341613) (← links)
• Limit theorems for Smoluchowski dynamics associated with critical continuous-state branching processes (Q2341629) (← 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)
• A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes (Q2347464) (← links)
• Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
• Subordinated Brownian motion: last time the process reaches its supremum (Q2352336) (← links)
• Itô's formula for finite variation Lévy processes: the case of non-smooth functions (Q2352884) (← links)
• On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
• Branching particle systems in spectrally one-sided Lévy processes (Q2355249) (← links)
• Optimal dividends and capital injections for a spectrally positive Lévy process (Q2358466) (← links)
• On future drawdowns of Lévy processes (Q2360246) (← links)
• Splitting and time reversal for Markov additive processes (Q2360247) (← links)
• Heavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive services (Q2360879) (← 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)
• The maximum of a Lévy process reflected at a general barrier (Q2389233) (← links)
• A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes (Q2391871) (← links)
• Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (Q2397860) (← links)
• Transient error approximation in a Lévy queue (Q2397974) (← links)
• Parisian quasi-stationary distributions for asymmetric Lévy processes (Q2406780) (← links)
• Proper two-sided exits of a Lévy process (Q2407777) (← links)
• Multilevel Monte Carlo for exponential Lévy models (Q2412390) (← links)
• Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching (Q2415959) (← links)
• Optimal exchange rates management using stochastic impulse control for geometric Lévy processes (Q2417958) (← links)
• Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
• Nonparametric inference for discretely sampled Lévy processes (Q2428954) (← links)
• Multilevel Monte Carlo simulation for Lévy processes based on the Wiener-Hopf factorisation (Q2434751) (← links)
• Transient analysis of reflected Lévy processes (Q2435754) (← links)
• On a risk model with randomized dividend-decision times (Q2438420) (← links)
• Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity (Q2438753) (← links)
• Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
• A capped optimal stopping problem for the maximum process (Q2439470) (← links)
• Valuing equity-linked death benefits and other contingent options: a discounted density approach (Q2444708) (← links)
• Numerical techniques in Lévy fluctuation theory (Q2445476) (← links)
• Finite-time survival probability and credit default swaps pricing under geometric Lévy markets (Q2445987) (← links)
• The forest associated with the record process on a Lévy tree (Q2447720) (← links)
• On the tail asymptotics of the area swept under the Brownian storage graph (Q2448698) (← links)
• Survival of homogeneous fragmentation processes with killing (Q2451107) (← links)