Pages that link to "Item:Q1355741"

The following pages link to Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval (Q1355741):

Displaying 24 items.

• The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process (Q3449925) (← links)
• An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem (Q3450458) (← links)
• Queues with Delays in Two-State Strategies and Lévy Input (Q3516406) (← links)
• A Lévy Insurance Risk Process with Tax (Q3516409) (← links)
• Lévy processes with adaptable exponent (Q3625651) (← links)
• Scale functions of Lévy processes and busy periods of finite-capacity M/GI/1 queues (Q4660538) (← links)
• Some fluctuation identities for Lévy processes with jumps of the same sign (Q4660543) (← links)
• On the Parisian ruin of the dual Lévy risk model (Q4684916) (← links)
• Splitting Trees Stopped when the First Clock Rings and Vervaat's Transformation (Q4918573) (← links)
• Ruin probabilities for two collaborating insurance companies (Q4999842) (← links)
• Authors’ Reply: On a Classical Risk Model with a Constant Dividend Barrier - Discussion by Beda Chan; Hans U. Gerber; Chuancun Yin; Elias S. W. Shiu (Q5018726) (← links)
• “On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006 (Q5018731) (← links)
• The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
• Potential measures of one-sided Markov additive processes with reflecting and terminating barriers (Q5176526) (← links)
• First passage problems for upwards skip-free random walks via the scale functions paradigm (Q5203941) (← links)
• Precautionary measures for credit risk management in jump models (Q5411898) (← links)
• On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
• Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741) (← links)
• Evaluating Scale Functions of Spectrally Negative Lévy Processes (Q5459914) (← links)
• The time to ruin for a class of Markov additive risk process with two-sided jumps (Q5475377) (← links)
• Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes (Q5880987) (← links)
• Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
• On <i>q</i>-scale functions of spectrally negative Lévy processes (Q6043460) (← links)
• Survival and maximum of spectrally negative branching Lévy processes with absorption (Q6654857) (← links)