Pages that link to "Item:Q4830844"

The following pages link to Ruin Probabilities for Levy Processes with Mixed-Exponential Negative Jumps (Q4830844):

Displaying 17 items.

• Joint distributions of the the infimum, supremum, and end of a Brownian motion with jumps (Q357235) (← links)
• On optimality of the barrier strategy for a general Lévy risk process (Q636448) (← links)
• Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239) (← links)
• Distributions of functionals of diffusions with jumps, stopped at random times (Q906764) (← links)
• A note on pasting conditions for the American perpetual optimal stopping problem (Q1003793) (← links)
• A note on first passage functionals for Lévy processes with jumps of rational Laplace transforms (Q1669250) (← links)
• The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
• On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes (Q1743344) (← links)
• Distributions of functionals of diffusions with jumps stopped at the location of the maximum or minimum (Q2016261) (← links)
• Distribution of sojourn time for a Brownian motion with jumps (Q2451253) (← links)
• Distributions of the location of maximuma and minimuma for diffusions with jumps (Q2452615) (← links)
• On the first exit time from an interval for diffusions with jumps (Q2452918) (← links)
• Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
• Optimal stopping for Lévy processes with one-sided solutions (Q2822793) (← links)
• Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms (Q5459913) (← links)
• A Monte Carlo algorithm for the extrema of tempered stable processes (Q6198071) (← links)
• Joint distribution of the supremum and the moment of its attainment by a Poisson process with linear drift (Q6633333) (← links)