Pages that link to "Item:Q2306086"
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The following pages link to Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086):
Displaying 17 items.
- A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
- Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes (Q825305) (← links)
- On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
- Expected utility of the drawdown-based regime-switching risk model with state-dependent termination (Q1742717) (← links)
- Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions (Q1987324) (← links)
- A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process (Q2048165) (← links)
- Gerber-Shiu function at draw-down Parisian ruin time for the spectrally negative Lévy risk process (Q2169287) (← links)
- Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
- Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
- Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
- Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
- The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier (Q2657891) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- Computing the finite-time expected discounted penalty function for a family of Lévy risk processes (Q4576834) (← links)
- General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
- On periodic dividends for the classical risk model with debit interest (Q6534576) (← links)
- Optimal reinsurance and investment problems to minimize the probability of drawdown (Q6574089) (← links)
