The following pages link to Refracted Lévy processes (Q974766):
Displaying 13 items.
- 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)
- 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)
- On the time spent in the red by a refracted L\'evy risk process (Q5176527) (← 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)
- A Lévy Process Reflected at a Poisson Age Process (Q5489001) (← links)
- On the optimality of the refraction-reflection strategies for Lévy processes (Q6044251) (← links)
- A refracted Lévy process with delayed dividend pullbacks (Q6096082) (← links)
- On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy (Q6184308) (← links)
- Valuing equity-linked annuities under high-water mark fee structure (Q6547264) (← links)
- Optimality of Threshold Strategies for Spectrally Negative Lévy Processes and a Positive Terminal Value at Creeping Ruin (Q6640251) (← links)
- Poissonian occupation times of refracted Lévy processes with applications (Q6641289) (← links)
