Pages that link to "Item:Q2246056"
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The following pages link to Risk modelling on liquidations with Lévy processes (Q2246056):
Displaying 9 items.
- Liquidation risk in insurance under contemporary regulatory frameworks (Q784414) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- Using the Lévy sections to reduce risks in the buying strategies and asset sales that value in time (Q2247035) (← links)
- Minimizing banking risk in a Lévy process setting (Q2472045) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes (Q2700076) (← links)
- ON A RISK PROCESS DRIVEN BY A SUBORDINATOR WITH LIQUID RESERVES, CREDIT AND DEBIT INTEREST (Q5207935) (← links)
- (Q5501134) (← links)
- On the area in the red of Lévy risk processes and related quantities (Q6171959) (← links)