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.

• A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← links)
• On the Parisian ruin of the dual Lévy risk model (Q4684916) (← links)
• A temporal approach to the Parisian risk model (Q4684940) (← links)
• Joint distribution of a Lévy process and its running supremum (Q4684955) (← links)
• General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
• Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum (Q4903039) (← links)
• Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (Q5005018) (← links)
• Draw-down Parisian ruin for spectrally negative Lévy processes (Q5005045) (← links)
• Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process (Q5022289) (← links)
• Ruin probabilities for risk process in a regime-switching environment (Q5042780) (← links)
• Some harmonic functions for killed Markov branching processes with immigration and culling (Q5080072) (← links)
• Geometrically Convergent Simulation of the Extrema of Lévy Processes (Q5085135) (← links)
• On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models (Q5106718) (← links)
• On series expansions for scale functions and other ruin-related quantities (Q5117674) (← links)
• Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process (Q5122737) (← 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)
• Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes (Q5136747) (← links)
• A temporal factorization at the maximum for certain positive self-similar Markov processes (Q5139917) (← links)
• The Omega-model with two bankruptcy rates (Q5157350) (← links)
• Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models (Q5162845) (← links)
• On the time spent in the red by a refracted L\'evy risk process (Q5176527) (← links)
• First passage problems for upwards skip-free random walks via the scale functions paradigm (Q5203941) (← links)
• Optimality of refraction strategies for a constrained dividend problem (Q5203951) (← links)
• ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (Q5214827) (← links)
• First passage upwards for state-dependent-killed spectrally negative Lévy processes (Q5226252) (← links)
• On the central management of risk networks (Q5233165) (← links)
• The extended hypergeometric class of Lévy processes (Q5245638) (← links)
• On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
• On Maxima and Ladder Processes for a Dense Class of Lévy Process (Q5489000) (← links)
• Poissonian occupation times of spectrally negative Lévy processes with applications (Q5861814) (← links)
• Some characterizations for Markov processes at first passage (Q5870411) (← 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)
• Integral functionals for spectrally positive Lévy processes (Q6046190) (← links)
• Joint occupation times in an infinite interval for spectrally negative Lévy processes on the last exit time (Q6054053) (← links)
• Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
• Optimal dividend bands revisited: a gradient-based method and evolutionary algorithms (Q6096076) (← links)
• Predicting the last zero before an exponential time of a spectrally negative Lévy process (Q6101822) (← links)
• The dual risk model under a mixed ratcheting and periodic dividend strategy (Q6107529) (← links)
• A Lévy risk model with ratcheting and barrier dividend strategies (Q6112832) (← links)
• Maximal displacement of spectrally negative branching Lévy processes (Q6120823) (← links)
• A series expansion formula of the scale matrix with applications in CUSUM analysis (Q6123282) (← links)
• \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process (Q6126805) (← links)
• A dual risk model with additive and proportional gains: ruin probability and dividends (Q6159397) (← links)
• On moments of downward passage times for spectrally negative Lévy processes (Q6159622) (← links)
• Nonparametric estimation of some dividend problems in the perturbed compound Poisson model (Q6163061) (← links)
• Optimal Stopping for Exponential Lévy Models with Weighted Discounting (Q6169623) (← links)
• Approximating the classical risk process by stable Lévy motion (Q6169664) (← links)
• The two-barrier escape problem for compound renewal processes with two-sided jumps (Q6171136) (← links)
• On the area in the red of Lévy risk processes and related quantities (Q6171959) (← links)