Pages that link to "Item:Q4235014"
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The following pages link to Risk processes perturbed by α-stable Lévy motion (Q4235014):
Displaying 46 items.
- On the drawdown of completely asymmetric Lévy processes (Q454869) (← links)
- Occupation times of refracted Lévy processes (Q482802) (← links)
- On a generalization of the expected discounted penalty function to include deficits at and beyond ruin (Q487623) (← links)
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091) (← links)
- A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
- On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
- Fourier inversion formulas in option pricing and insurance (Q835682) (← links)
- On the supremum of the spectrally negative stable process with drift (Q900970) (← links)
- Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion (Q903325) (← links)
- On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
- On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513) (← links)
- Refracted Lévy processes (Q974766) (← links)
- Asymptotic analysis of Lévy-driven tandem queues (Q1007145) (← links)
- Some properties of extreme stable laws and related infinitely divisible random variables (Q1007459) (← links)
- On optimal periodic dividend strategies for Lévy risk processes (Q1641138) (← links)
- On the refracted-reflected spectrally negative Lévy processes (Q1683820) (← links)
- A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
- Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
- On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626) (← links)
- Ruin probabilities and decompositions for general perturbed risk processes. (Q1879913) (← links)
- Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039) (← links)
- Cramér's estimate for stable processes with power drift (Q2631842) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process (Q3108469) (← links)
- Tail equivalence relationships for ruin probabilities in several risk models (Q3410963) (← links)
- A Lévy Insurance Risk Process with Tax (Q3516409) (← links)
- An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (Q3621149) (← links)
- Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
- Computing the finite-time expected discounted penalty function for a family of Lévy risk processes (Q4576834) (← links)
- On the complete monotonicity of the compound geometric convolution with applications in risk theory (Q4576842) (← links)
- Ruin probabilities in classical risk models with gamma claims (Q4583622) (← links)
- Ruin probabilities for competing claim processes (Q4667992) (← links)
- On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (Q4819440) (← links)
- On The Expected Discounted Penalty function for Lévy Risk Processes (Q5018745) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes (Q5205954) (← links)
- Applications of factorization embeddings for Lévy processes (Q5395359) (← links)
- Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741) (← links)
- Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)
- Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms (Q5459913) (← links)
- Characterizations of stable laws via functional equations (Q5467040) (← links)
- Distribution of suprema for generalized risk processes (Q5742574) (← links)
- Distribution of the first ladder height of a stationary risk process perturbed by \(\alpha\)-stable Lévy motion (Q5938024) (← links)
- Exact simulation of a truncated Lévy subordinator (Q6600100) (← links)
