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.
- Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels (Q2463706) (← links)
- On the optimal dividend problem for a spectrally negative Lévy process (Q2467114) (← links)
- The optimal stopping problem concerned with ultimate maximum of a Lévy process (Q2513223) (← links)
- Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis (Q2513594) (← links)
- On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← links)
- Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
- On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes (Q2514605) (← links)
- First and last passage times of spectrally positive Lévy processes with application to reliability (Q2516387) (← links)
- The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time (Q2517115) (← links)
- On a perturbed compound Poisson model with varying premium rates (Q2628181) (← links)
- Fluctuation theory for Lévy processes with completely monotone jumps (Q2631866) (← links)
- Constructing lower-bounds for CTL escape rates in early SIV infection (Q2632860) (← links)
- Occupation times of intervals until first passage times for spectrally negative Lévy processes (Q2637212) (← links)
- An axiomatic characterization of the Brownian map (Q2660431) (← links)
- Multivariate fractional phase-type distributions (Q2660621) (← links)
- Equilibrium periodic dividend strategies with non-exponential discounting for spectrally positive Lévy processes (Q2666682) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
- A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process (Q2682349) (← links)
- Truncated Poisson-Dirichlet approximation for Dirichlet process hierarchical models (Q2683494) (← links)
- Extreme order statistics of random walks (Q2686605) (← links)
- Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications (Q2794727) (← links)
- On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process (Q2804009) (← links)
- Optimal sequential testing for an inverse Gaussian process (Q2805606) (← links)
- Optimal learning with non-Gaussian rewards (Q2806349) (← links)
- Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view (Q2806357) (← links)
- Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- Local Malliavin calculus for Lévy processes and applications (Q2812011) (← links)
- A structural jump threshold framework for credit risk (Q2819097) (← links)
- Optimal stopping for Lévy processes with one-sided solutions (Q2822793) (← links)
- A Markov additive risk process with a dividend barrier (Q2837755) (← links)
- Windings of Planar Stable Processes (Q2865110) (← links)
- On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606) (← links)
- Occupation times for Markov-modulated Brownian motion (Q2897162) (← links)
- Two-Sided Reflection of Markov-Modulated Brownian Motion (Q2904314) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- Power identities for Lévy risk models under taxation and capital injections (Q2921186) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models (Q2942281) (← links)
- AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) (← links)
- NATURAL GAS-FIRED POWER PLANTS VALUATION AND OPTIMIZATION UNDER LÉVY COPULAS AND REGIME SWITCHING (Q2970319) (← links)
- EQUILIBRIUM EQUITY PRICE WITH OPTIMAL DIVIDEND POLICY (Q2976130) (← links)
- An effective method for the explicit solution of sequential problems on the real line (Q2986841) (← links)
- Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection (Q3006672) (← links)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
- On the Maximal Offspring in a Critical Branching Process with Infinite Variance (Q3014994) (← links)
- Wiener-Hopf Factorization for a Family of Lévy Processes Related to Theta Functions (Q3067843) (← links)
- First Passage of a Markov Additive Process and Generalized Jordan Chains (Q3067845) (← links)
- Optimal stopping, Appell polynomials, and Wiener–Hopf factorization (Q3108383) (← links)
- Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process (Q3108469) (← links)
