Pages that link to "Item:Q659186"

The following pages link to A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186):

Displaying 49 items.

• The Gerber-Shiu function and the generalized Cramér-Lundberg model (Q426292) (← links)
• Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
• Path decomposition of ruinous behavior for a general Lévy insurance risk process (Q453239) (← links)
• On a generalization of the expected discounted penalty function to include deficits at and beyond ruin (Q487623) (← links)
• Markov chain approximations to scale functions of Lévy processes (Q492961) (← links)
• The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes (Q601942) (← links)
• Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts (Q659179) (← links)
• On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
• De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188) (← links)
• A note on limiting distribution for jumps of Lévy insurance risk model (Q744595) (← links)
• An uncertain alternating renewal insurance risk model (Q782263) (← 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)
• Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030) (← links)
• Expected utility of the drawdown-based regime-switching risk model with state-dependent termination (Q1742717) (← links)
• On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626) (← links)
• Poissonian potential measures for Lévy risk models (Q1799648) (← links)
• Lévy systems and the time value of ruin for Markov additive processes (Q1936473) (← links)
• A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process (Q2048165) (← 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)
• On a risk model with surplus-dependent premium and tax rates (Q2276426) (← links)
• Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
• On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
• Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
• Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
• Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases (Q2445350) (← links)
• Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis (Q2513594) (← links)
• On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← links)
• Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
• First and last passage times of spectrally positive Lévy processes with application to reliability (Q2516387) (← links)
• Gerber-Shiu function for a class of Markov-modulated Lévy risk processes with two-sided jumps (Q2684942) (← links)
• The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
• A generalized penalty function for a class of discrete renewal processes (Q2866302) (← links)
• On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606) (← links)
• On the Gerber–Shiu function with random discount rate (Q2980055) (← links)
• Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes (Q3188588) (← links)
• Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903) (← 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)
• A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections (Q4576841) (← links)
• (Q5157685) (← links)
• ON OPTIMAL DIVIDENDS IN THE DUAL MODEL (Q5398355) (← links)
• On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
• Expected discounted penalty function and asymptotic dependence of the severity of ruin and surplus prior to ruin for two-sided Lévy risk processes (Q6067509) (← links)
• The two-barrier escape problem for compound renewal processes with two-sided jumps (Q6171136) (← links)
• A note on series representation for the \(q\)-scale function of a class of spectrally negative Lévy processes (Q6569448) (← links)
• Optimal dividends and capital injection: a general Lévy model with extensions to regime-switching models (Q6665601) (← links)