Pages that link to "Item:Q2500514"

The following pages link to Introductory lectures on fluctuations of Lévy processes with applications. (Q2500514):

Displaying 50 items.

• A reinsurance risk model with a threshold coverage policy: the Gerber–Shiu penalty function (Q4684852) (← links)
• The distribution of refracted Lévy processes with jumps having rational Laplace transforms (Q4684914) (← links)
• On the Parisian ruin of the dual Lévy risk model (Q4684916) (← links)
• General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
• A note on speed of convergence to the quasi-stationary distribution (Q4898889) (← links)
• Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (Q4903034) (← links)
• Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum (Q4903039) (← links)
• MEAN EXIT TIME AND ESCAPE PROBABILITY FOR A TUMOR GROWTH SYSTEM UNDER NON-GAUSSIAN NOISE (Q4908772) (← links)
• On the stochastic heat equation with spatially-colored random forcing (Q4915340) (← links)
• On Entire Moments of Self-Similar Markov Processes (Q4916952) (← links)
• A Time-Homogeneous Diffusion Model with Tax (Q4918572) (← links)
• Splitting Trees Stopped when the First Clock Rings and Vervaat's Transformation (Q4918573) (← links)
• OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS (Q4979886) (← links)
• Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (Q5005018) (← links)
• Rough volatility and CGMY jumps with a finite history and the Rough Heston model – small-time asymptotics in the regime (Q5014187) (← links)
• Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration (Q5014306) (← links)
• Extreme Value Analysis for a Markov Additive Process Driven by a Nonirreducible Background Chain (Q5046018) (← links)
• STEADY-STATE OPTIMIZATION OF AN EXHAUSTIVE LÉVY STORAGE PROCESS WITH INTERMITTENT OUTPUT AND RANDOM OUTPUT RATE (Q5051938) (← links)
• Stochastic SIS epidemic model on network with Lévy noise (Q5073880) (← links)
• Ruin probabilities for the phase-type dual model perturbed by diffusion (Q5079163) (← links)
• Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models (Q5079360) (← links)
• Estimation of model parameters of dependent processes constructed using Lévy Copulas (Q5082563) (← links)
• Extinction time and the total mass of the continuous-state branching processes with competition (Q5086519) (← links)
• A general method for finding the optimal threshold in discrete time (Q5087022) (← links)
• Convex minorants and the fluctuation theory of L\'evy processes (Q5094002) (← links)
• On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models (Q5106718) (← links)
• A ruin model with a resampled environment (Q5117676) (← links)
• Clustering Effects via Hawkes Processes (Q5132613) (← links)
• Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes (Q5136747) (← links)
• Synchronized Lévy queues (Q5139926) (← links)
• A transient Cramér–Lundberg model with applications to credit risk (Q5152521) (← links)
• The Omega-model with two bankruptcy rates (Q5157350) (← links)
• (Q5157685) (← links)
• Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data (Q5165007) (← links)
• L\'evy-driven polling systems and continuous-state branching processes (Q5168849) (← links)
• Two coupled Levy queues with independent input (Q5168874) (← links)
• Potential measures of one-sided Markov additive processes with reflecting and terminating barriers (Q5176526) (← links)
• On the time spent in the red by a refracted L\'evy risk process (Q5176527) (← links)
• Probability unfolding, 1965‒2015 (Q5197393) (← links)
• Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time (Q5203959) (← links)
• Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
• The distribution and asympotic behaviour of the negative Wiener–Hopf factor for Lévy processes with rational positive jumps (Q5205944) (← links)
• ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (Q5214827) (← links)
• SPECTRAL METHODS FOR THE CALCULATION OF RISK MEASURES FOR VARIABLE ANNUITY GUARANTEED BENEFITS (Q5214828) (← links)
• An Equilibrium Model for Spot and Forward Prices of Commodities (Q5219303) (← links)
• Impulse control and expected suprema (Q5233166) (← links)
• Small-time almost-sure behaviour of extremal processes (Q5233175) (← links)
• Building multivariate Sato models with linear dependence (Q5234317) (← links)
• Superprocesses as Models for Information Dissemination in the Future Internet (Q5243771) (← links)
• Exact boundaries in sequential testing for phase-type distributions (Q5245635) (← links)