Results 181 to 189 of about 432 (189)

On pre-exit joint occupation times for spectrally negative Lévy processes

Statistics and Probability Letters, 2014
Xiaowen Zhou
exaly  

On weighted occupation times for refracted spectrally negative Lévy processes

Journal of Mathematical Analysis and Applications, 2018
Xiaowen Zhou
exaly  

Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory

Frontiers of Mathematics in China, 2013
Chuancun Yin, Kam Chuen Yuen, Yuen Kam C   +2 more
exaly  

Occupation times for spectrally negative Lévy processes on the last exit time

Statistics and Probability Letters, 2021
exaly  

Occupation Times of Intervals Until Last Passage Times for Spectrally Negative Lévy Processes

Journal of Theoretical Probability, 2017
Chunhao Cai
exaly  

The Theory of Scale Functions for Spectrally Negative Lévy Processes

Lecture Notes in Mathematics, 2012
Alexey Kuznetsov, Andreas E Kyprianou, VÍCTOR Rivero   +2 more
exaly  

Local Times for Spectrally Negative Lévy Processes

Potential Analysis, 2019
Xiaowen Zhou, Zhou Xiaowen
exaly  

On a spectrally negative Lévy risk process with periodic dividends and capital injections

Statistics and Probability Letters, 2019
Hua Dong, Xiaowen Zhou
exaly  

Maximal displacement of spectrally negative branching Lévy processes

Bernoulli
Christophe Profeta
exaly