Pages that link to "Item:Q1645119"
From MaRDI portal
The following pages link to On weighted occupation times for refracted spectrally negative Lévy processes (Q1645119):
Displaying 12 items.
- Occupation times of refracted Lévy processes (Q482802) (← links)
- On occupation times in the red of Lévy risk models (Q784389) (← links)
- A note on joint occupation times of spectrally negative Lévy risk processes with tax (Q1644177) (← links)
- On the refracted-reflected spectrally negative Lévy processes (Q1683820) (← links)
- Occupation times of intervals until last passage times for spectrally negative Lévy processes (Q1800500) (← links)
- General draw-down times for refracted spectrally negative Lévy processes (Q2152244) (← links)
- Occupation times for spectrally negative Lévy processes on the last exit time (Q2244451) (← links)
- First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
- How long does the surplus stay close to its historical high? (Q5086633) (← 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 moments of downward passage times for spectrally negative Lévy processes (Q6159622) (← links)
- Poissonian occupation times of refracted Lévy processes with applications (Q6641289) (← links)