Pages that link to "Item:Q5423758"
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The following pages link to An Excursion-Theoretical Approach to Some Boundary Crossing Problems and the Skorokhod Embedding for Reflected Lévy Processes (Q5423758):
Displaying 28 items.
- On the drawdown of completely asymmetric Lévy processes (Q454869) (← links)
- An explicit representation of the extended Skorokhod map with two time-dependent boundaries (Q609726) (← links)
- On an explicit Skorokhod embedding for spectrally negative Lévy processes (Q1028617) (← links)
- Excursions and Lévy system of boundary process (Q1423921) (← links)
- Two-side exit problems for taxed Lévy risk process involving the general draw-down time (Q1642249) (← links)
- Spectrally negative Lévy processes with Parisian reflection below and classical reflection above (Q1683818) (← links)
- On the refracted-reflected spectrally negative Lévy processes (Q1683820) (← links)
- A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process (Q2048165) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
- Gerber-Shiu function at draw-down Parisian ruin time for the spectrally negative Lévy risk process (Q2169287) (← links)
- A drawdown reflected spectrally negative Lévy process (Q2224959) (← links)
- Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
- Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
- A direct solution method for pricing options involving the maximum process (Q2412388) (← links)
- On the optimal dividend problem for a spectrally negative Lévy process (Q2467114) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- General tax Structures and the Lévy Insurance Risk Model (Q3402064) (← links)
- An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem (Q3450458) (← links)
- REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL (Q4563792) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
- Draw-down Parisian ruin for spectrally negative Lévy processes (Q5005045) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models (Q5162845) (← links)
- Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time (Q5203959) (← links)
- Exit problems for general draw-down times of spectrally negative Lévy processes (Q5226250) (← links)
- On the moments of dividends and capital injections under a variant type of Parisian ruin (Q6650732) (← links)
