Some remarks on first passage of Lévy processes, the American put and pasting principles [PDF]
, 2005 The purpose of this article is to provide, with the help of a fluctuation identity, a generic link between a number of known identities for the first passage time and overshoot above/below a fixed level of a Lévy process and the solution of Gerber and ...
Kyprianou, A. E., Alili, Larbi
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Poissonian occupation times of spectrally negative Lévy processes with applications
, 2021 In this paper, we introduce the concept of Poissonian occupation times below level 0 of a spectrally negative Lévy process. In this case, occupation time is accumulated only when the process is observed to be negative at arrival epochs of an independent ...
Lkabous, Mohamed Amine
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AASLD practice guidance on drug, herbal, and dietary supplement–induced liver injury
, 2022 Hepatology, EarlyView.
Robert J. Fontana +6 more
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Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes [PDF]
, 2014 This article provides importance sampling algorithms for computing the probabilities of various types ruin of spectrally negative Lévy risk processes, which are ruin over the infinite time horizon, ruin within a finite time horizon and ruin past a finite
Gatto, Riccardo
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The theory of scale functions for spectrally negative lévy processes [PDF]
, 2013 The purpose of this review article is to give an up to date account of the theory and applications of scale functions for spectrally negative Lévy processes.
Kyprianou, A.E. +2 more
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A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes [PDF]
, 2015 This article provides an importance sampling algorithm for computing the probability of ruin with recuperation of a spectrally negative Lévy risk process with light-tailed downwards jumps.
Gatto, Riccardo
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Face and Construct Validity of a Grapefruit Arthroscopy Training Model With Active Fluid Management
Arthroscopy, Sports Medicine, and Rehabilitation, EarlyView.Purpose To evaluate the face and construct validity of a grapefruit arthroscopy training model with active fluid management across varying levels of arthroscopic experience. Methods Orthopaedic residents, fellows, and attending surgeons were stratified into novice (n = 10), intermediate (n = 10), and advanced (n = 9) groups.
Harrison A. Volaski +5 more
wiley +1 more source
Autism Research, EarlyView.ABSTRACT Auditory mismatch responses—mismatch negativity (MMN) and mismatch fields (MMF)—are well established electrophysiological markers of automatic auditory discrimination supported by short‐term sensory memory. These responses, typically elicited using passive oddball paradigms, are increasingly used to investigate sensory and language processing ...
Sara Cacciato‐Salcedo +4 more
wiley +1 more source
Short proofs in extrema of spectrally one sided Lévy processes [PDF]
, 2018 We provide short and simple proofs of the continuous time ballot theorem for processes with cyclically interchangeable increments and Kendall's identity for spectrally positive Lévy processes.
Chaumont, Loïc, Małecki, Jacek
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, 2018 In this paper, we extend the optimality of the barrier strategy for the dividend payment problem to the setting that the underlying surplus process is a spectrally negative Lévy process and the discounting factor is an exponential Lévy process. The proof
Huanqun Jiang
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