Pages that link to "Item:Q1039068"
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The following pages link to Special, conjugate and complete scale functions for spectrally negative Lévy processes (Q1039068):
Displaying 34 items.
- On the limit distributions of continuous-state branching processes with immigration (Q429288) (← links)
- Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
- A refined factorization of the exponential law (Q453305) (← links)
- A Lévy input fluid queue with input and workload regulation (Q475073) (← links)
- An insurance risk model with Parisian implementation delays (Q479172) (← links)
- A Lévy input model with additional state-dependent services (Q550165) (← links)
- Martingales and rates of presence in homogeneous fragmentations (Q617915) (← links)
- A Wiener-Hopf Monte Carlo simulation technique for Lévy processes (Q657695) (← links)
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091) (← links)
- The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure (Q659130) (← links)
- Smoothness of scale functions for spectrally negative Lévy processes (Q718902) (← links)
- Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
- On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
- Refracted Lévy processes (Q974766) (← links)
- Convexity and smoothness of scale functions and de Finetti's control problem (Q975331) (← links)
- Lamperti-type laws (Q990380) (← links)
- A transformation for spectrally negative Lévy processes and applications (Q2080148) (← links)
- Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians (Q2158592) (← links)
- Queues with Lévy input and hysteretic control (Q2269483) (← links)
- On the density of exponential functionals of Lévy processes (Q2435229) (← links)
- Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity (Q2438753) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- General tax Structures and the Lévy Insurance Risk Model (Q3402064) (← links)
- An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (Q3621149) (← links)
- Lévy processes with adaptable exponent (Q3625651) (← links)
- On the law of homogeneous stable functionals (Q4629951) (← links)
- OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS (Q4979886) (← 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)
- The extended hypergeometric class of Lévy processes (Q5245638) (← links)
- ON OPTIMAL DIVIDENDS IN THE DUAL MODEL (Q5398355) (← links)
- On <i>q</i>-scale functions of spectrally negative Lévy processes (Q6043460) (← links)
- On moments of downward passage times for spectrally negative Lévy processes (Q6159622) (← links)
- The two-barrier escape problem for compound renewal processes with two-sided jumps (Q6171136) (← links)
