Pages that link to "Item:Q2494574"
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The following pages link to Overshoots and undershoots of Lévy processes (Q2494574):
Displaying 26 items.
- On the Gerber–Shiu function with random discount rate (Q2980055) (← links)
- Local time of a diffusion in a stable Lévy environment (Q3017912) (← links)
- Stability of the exit time for Lévy processes (Q3173002) (← links)
- Joint law of an Ornstein–Uhlenbeck process and its supremum (Q3299450) (← links)
- The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments (Q3396379) (← links)
- On extreme ruinous behaviour of Lévy insurance risk processes (Q3410936) (← links)
- Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes (Q3535650) (← links)
- A quintuple law for Markov additive processes with phase-type jumps (Q3578675) (← links)
- Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation (Q3653505) (← links)
- Potentials of Stable Processes (Q4568491) (← links)
- Computing the finite-time expected discounted penalty function for a family of Lévy risk processes (Q4576834) (← links)
- (Q4644009) (← links)
- On The Expected Discounted Penalty function for Lévy Risk Processes (Q5018745) (← links)
- On the lack of memory for distributions of overshoot functionals in the case of upper almost semicontinuous processes defined on a Markov chain (Q5218376) (← links)
- Asymptotics for the moments of the overshoot and undershoot of a random walk (Q5320661) (← links)
- Applications of factorization embeddings for Lévy processes (Q5395359) (← links)
- Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes (Q5429622) (← links)
- Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)
- Multiple subordinated modeling of asset returns: Implications for option pricing (Q5861032) (← links)
- On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation (Q5965372) (← links)
- \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process (Q6126805) (← links)
- A note on one-sided solutions for optimal stopping problems driven by Lévy processes (Q6152246) (← links)
- The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions (Q6164844) (← links)
- PDE for the joint law of the pair of a continuous diffusion and its running maximum (Q6198067) (← links)
- Markov additive friendships (Q6629472) (← links)
- Lévy processes resurrected in the positive half-line (Q6654866) (← links)
