Results 141 to 150 of about 275 (156)
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General Draw-Down Times for Refracted Spectrally Negative Lévy Processes
Methodology and Computing in Applied Probability, 2022Jieming Zhou
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Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes
Communications in Statistics Part B: Simulation and Computation, 2022Zhang Liu, Ping Chen
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Occupation times of spectrally negative Lévy processes with applications
Stochastic Processes and Their Applications, 2011Xiaowen Zhou +2 more
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On pre-exit joint occupation times for spectrally negative Lévy processes
Statistics and Probability Letters, 2014Xiaowen Zhou
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Special, conjugate and complete scale functions for spectrally negative Lévy processes
Electronic Journal of Probability, 2008Andreas Kyprianou, VÍCTOR Rivero
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On weighted occupation times for refracted spectrally negative Lévy processes
Journal of Mathematical Analysis and Applications, 2018Xiaowen Zhou
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Occupation times for spectrally negative Lévy processes on the last exit time
Statistics and Probability Letters, 2021exaly
The Theory of Scale Functions for Spectrally Negative Lévy Processes
Lecture Notes in Mathematics, 2012Andreas Kyprianou +2 more
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