Results 31 to 40 of about 432 (189)
Maximum loss and maximum gain of spectrally negative Lévy processes
, 2017 Maximum loss and maximum gain of spectrally negative Lévy ...
Çağlar, Mine, Vardar Acar, Ceren
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Spectrally negative Lévy processes with applications in risk theory
, 2001 In this paper, results on spectrally negative Lévy processes are used to study the ruin probability under some risk processes. These processes include the compound Poisson process and the gamma process, both perturbed by diffusion. In addition, the first
Zhang, L, Yang, H
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An optimal dividends problem with a terminal value for spectrally negative Lévy processes with a completely monotone jump density [PDF]
, 2009 We consider a modified version of the classical optimal dividends problem of de Finetti in which the objective function is altered by adding in an extra term which takes account of the ruin time of the risk process, the latter being modeled by a ...
Loeffen, R. L.
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Journal of Traumatic Stress, EarlyView.Abstract Standardized trauma assessment frameworks often fail to account for the unique experiences and symptom presentations of minoritized populations, including Black, Indigenous, and people of color (BIPOC) and sexual and gender minority (SGM) individuals, leading to methodological inequity.
Krithika Prakash +4 more
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On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes [PDF]
, 2008 We consider the classical optimal dividend control problem which was proposed by de Finetti [Trans. XVth Internat. Congress Actuaries 2 (1957) 433-443], Recently Avram, Palmowski and Pistorius [Ann. Appl. Probab.
Loeffen, R. L., R. L. Loeffen
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Movement Disorders, EarlyView.Abstract Deep brain stimulation (DBS) effectively treats motor symptoms in movement disorders but often compromises speech through incompletely defined mechanisms. We conducted a PROSPERO‐registered systematic review and meta‐analysis of publications through August 2024 (CRD42024527738).
Elina Tripoliti +15 more
wiley +1 more source
On the last exit times for spectrally negative Lévy processes
, 2017 Using a new approach, for spectrally negative Lévy processes we find joint Laplace transforms involving the last exit time (from a semiinfinite interval), the value of the process at the last exit time, and the associated occupation time, which ...
Xiaowen Zhou, Yingqiu Li, Chuancun Yin
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Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT We develop a unified mathematical framework extending classical moment theory from discrete integer orders to a continuous spectrum of real orders f>0$$ f>0 $$, providing a systematic statistical characterization of complex systems exhibiting power‐law behavior.
Farrukh A. Chishtie
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Predicting the Last Zero of a Spectrally Negative Lévy Process [PDF]
, 2020 Last passage times arise in a number of areas of applied probability, including risk theory and degradation models. Such times are obviously not stopping times since they depend on the whole path of the underlying process.
José M. Pedraza +3 more
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People and Nature, EarlyView.Abstract Urbanisation is reshaping how people experience wildlife, reducing our shared spaces with local biodiversity. Fewer opportunities for human–wildlife interactions weaken our emotional attachments to nature and precipitate a loss of species knowledge and familiarity.
Sam S. S. Lau +3 more
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