Budhi A. Surya

Available identifiers

zbMath Open surya.budhi-artaMaRDI QIDQ784431

List of research outcomes

Publication	Date of Publication	Type
Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process	2023-03-13	Paper
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path	2022-06-16	Paper
The Leland-Toft optimal capital structure model under Poisson observations	2020-11-11	Paper
Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process	2020-08-03	Paper
Distributional Properties of the Mixture of Continuous-Time Absorbing Markov Chains Moving at Different Speeds	2020-06-18	Paper
Parisian excursion below a fixed level from the last record maximum of Lévy insurance risk process	2019-07-02	Paper
Optimal portfolio selection based on expected shortfall under generalized hyperbolic distribution	2018-12-03	Paper
Discounted penalty function at Parisian ruin for Lévy insurance risk process	2018-11-19	Paper
Conditional Joint Probability Distributions of First Exit Times to Overlapping Absorbing Sets of the Mixture of Markov Jump Processes	2018-09-15	Paper
On the conditional joint probability distributions of phase-type under the mixture of finite-state absorbing Markov jump processes	2018-07-12	Paper
Optimal double stopping of a Brownian bridge	2016-02-12	Paper
OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS	2014-06-19	Paper
Evaluating Scale Functions of Spectrally Negative Lévy Processes	2008-04-30	Paper
Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels	2007-12-16	Paper
A Note on a Change of Variable Formula with Local Time-Space for Lévy Processes of Bounded Variation	2007-10-31	Paper
An approach for solving perpetual optimal stopping problems driven by Lévy processes	2007-03-30	Paper
On the Novikov-Shiryaev optimal stopping problems in continuous time	2006-11-03	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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