Pages that link to "Item:Q5020403"
From MaRDI portal
The following pages link to A note on Lévy risk model with two-sided phase-type jumps (Q5020403):
Displaying 5 items.
- A note on limiting distribution for jumps of Lévy insurance risk model (Q744595) (← links)
- Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps (Q3119590) (← links)
- A Note on Pricing, Duality and Symmetry for Two-Dimensional Lévy Markets (Q5493548) (← links)