Pages that link to "Item:Q1827468"
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The following pages link to On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum (Q1827468):
Displaying 50 items.
- A hyper-Erlang jump-diffusion process and applications in finance (Q328100) (← links)
- Optimal stopping problems for the maximum process with upper and lower caps (Q389066) (← links)
- Intertwining certain fractional derivatives (Q415349) (← links)
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- On the drawdown of completely asymmetric Lévy processes (Q454869) (← links)
- Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
- Control of dams using \(P^M_{\lambda,\tau}\) policies when the input process is a nonnegative Lévy process (Q655232) (← links)
- De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188) (← links)
- Smoothness of scale functions for spectrally negative Lévy processes (Q718902) (← links)
- Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes (Q825305) (← links)
- A hyper-exponential jump-diffusion model under the barrier dividend strategy (Q902399) (← links)
- On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
- The alternating marked point process of \(h\)-slopes of drifted Brownian motion (Q1019609) (← links)
- Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options (Q1431556) (← links)
- Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891) (← links)
- Uniform control of local times of spectrally positive stable processes (Q1617136) (← links)
- Maximum loss and maximum gain of spectrally negative Lévy processes (Q1675705) (← links)
- Complete discounted cash flow valuation (Q1681180) (← links)
- On the refracted-reflected spectrally negative Lévy processes (Q1683820) (← links)
- Pricing insurance drawdown-type contracts with underlying Lévy assets (Q1742698) (← links)
- A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
- Optimal dividend distribution under Markov regime switching (Q1761453) (← links)
- Short proofs in extrema of spectrally one sided Lévy processes (Q1990022) (← links)
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← 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)
- A drawdown reflected spectrally negative Lévy process (Q2224959) (← links)
- Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
- Phase-type Fitting of scale functions for spectrally negative Lévy processes (Q2252259) (← links)
- Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
- Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
- Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (Q2313748) (← links)
- Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
- Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
- On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
- On future drawdowns of Lévy processes (Q2360246) (← links)
- A direct solution method for pricing options involving the maximum process (Q2412388) (← links)
- Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching (Q2415959) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- Transient analysis of reflected Lévy processes (Q2435754) (← links)
- A capped optimal stopping problem for the maximum process (Q2439470) (← links)
- On the optimal dividend problem for a spectrally negative Lévy process (Q2467114) (← links)
- On several two-boundary problems for a particular class of Lévy processes (Q2471128) (← links)
- Tax optimization with a terminal value for the Lévy risk processes (Q2691498) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- A Markov additive risk process with a dividend barrier (Q2837755) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- Power identities for Lévy risk models under taxation and capital injections (Q2921186) (← links)
- Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
- Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection (Q3006672) (← links)
