Pages that link to "Item:Q282534"
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The following pages link to Exit identities for Lévy processes observed at Poisson arrival times (Q282534):
Displaying 16 items.
- First passage problems for upwards skip-free random walks via the scale functions paradigm (Q5203941) (← links)
- ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
- Poissonian occupation times of spectrally negative Lévy processes with applications (Q5861814) (← links)
- Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
- Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
- Joint distributions concerning last exit time for diffusion processes (Q6082877) (← links)
- A refracted Lévy process with delayed dividend pullbacks (Q6096082) (← links)
- A decomposition for Lévy processes inspected at Poisson moments (Q6102053) (← links)
- The dual risk model under a mixed ratcheting and periodic dividend strategy (Q6107529) (← links)
- On the area in the red of Lévy risk processes and related quantities (Q6171959) (← links)
- On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy (Q6183320) (← links)
- Solutions for Poissonian stopping problems of linear diffusions via extremal processes (Q6496995) (← links)
- An excursion theoretic approach to Parisian ruin problem (Q6607483) (← links)
- Lévy bandits under Poissonian decision times (Q6630464) (← links)
- Poissonian occupation times of refracted Lévy processes with applications (Q6641289) (← links)
- On the moments of dividends and capital injections under a variant type of Parisian ruin (Q6650732) (← links)
