Pages that link to "Item:Q5005045"
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The following pages link to Draw-down Parisian ruin for spectrally negative Lévy processes (Q5005045):
Displaying 10 items.
- Discrete-time risk models with surplus-dependent premium corrections (Q2096248) (← links)
- General draw-down times for refracted spectrally negative Lévy processes (Q2152244) (← links)
- Optimal dividend strategy under Parisian ruin with affine penalty (Q2157383) (← 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)
- The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983) (← links)
- Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
- On the dual risk model with Parisian implementation delays under a mixed dividend strategy (Q6163062) (← links)
- An excursion theoretic approach to Parisian ruin problem (Q6607483) (← links)
- On the moments of dividends and capital injections under a variant type of Parisian ruin (Q6650732) (← links)