Pages that link to "Item:Q1683820"
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The following pages link to On the refracted-reflected spectrally negative Lévy processes (Q1683820):
Displaying 23 items.
- Occupation times of refracted Lévy processes (Q482802) (← links)
- Optimality of hybrid continuous and periodic barrier strategies in the dual model (Q781548) (← links)
- Refracted Lévy processes (Q974766) (← links)
- Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891) (← links)
- On the bail-out optimal dividend problem (Q1626508) (← links)
- On weighted occupation times for refracted spectrally negative Lévy processes (Q1645119) (← links)
- Spectrally negative Lévy processes with Parisian reflection below and classical reflection above (Q1683818) (← links)
- Generalized refracted Lévy process and its application to exit problem (Q1999919) (← links)
- General draw-down times for refracted spectrally negative Lévy processes (Q2152244) (← links)
- A drawdown reflected spectrally negative Lévy process (Q2224959) (← links)
- Fluctuation theory for level-dependent Lévy risk processes (Q2280031) (← links)
- Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (Q2313748) (← links)
- Two-sided discounted potential measures for spectrally negative Lévy processes (Q2348319) (← links)
- An occupation time related potential measure for diffusion processes (Q2358367) (← links)
- Spectrally negative Lévy processes with applications in risk theory (Q2726729) (← links)
- Reflected spectrally negative stable processes and their governing equations (Q3448986) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models (Q5106718) (← 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 Structure and Estimation of Reflection Positive Processes (Q5459915) (← links)
- On the optimality of the refraction-reflection strategies for Lévy processes (Q6044251) (← links)
- Joint occupation times in an infinite interval for spectrally negative Lévy processes on the last exit time (Q6054053) (← links)
- A refracted Lévy process with delayed dividend pullbacks (Q6096082) (← links)