Related references
Note: Only part of the references are listed.Fluctuation theory for level-dependent Levy risk processes
Irmina Czarna et al.
STOCHASTIC PROCESSES AND THEIR APPLICATIONS (2019)
A Review of First-Passage Theory for the Segerdahl-Tichy Risk Process and Open Problems
Florin Avram et al.
RISKS (2019)
The W,Z/ν,δ Paradigm for the First Passage of Strong Markov Processes without Positive Jumps
Florin Avram et al.
RISKS (2019)
Fluctuations of Omega-killed spectrally negative Levy processes
Bo Li et al.
STOCHASTIC PROCESSES AND THEIR APPLICATIONS (2018)
A UNIFIED APPROACH FOR DRAWDOWN (DRAWUP) OF TIME-HOMOGENEOUS MARKOV PROCESSES
David Landriault et al.
JOURNAL OF APPLIED PROBABILITY (2017)
UNIFYING THE DYNKIN AND LEBESGUE-STIELTJES FORMULAE
Offer Kella et al.
JOURNAL OF APPLIED PROBABILITY (2017)
On the Optimal Dividend Problem for Insurance Risk Models with Surplus-Dependent Premiums
Ewa Marciniak et al.
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS (2016)
The Gerber-shiu Expected Discounted Penalty-reward Function under an Affine Jump-diffusion Model
Florin Avram et al.
Astin Bulletin (2016)
Hitting Times and the Running Maximum of Markovian Growth-Collapse Processes
Andreas Löpker et al.
JOURNAL OF APPLIED PROBABILITY (2016)
Occupation densities in solving exit problems for Markov additive processes and their reflections
Jevgenijs Ivanovs et al.
STOCHASTIC PROCESSES AND THEIR APPLICATIONS (2012)
TCP and iso-stationary transformations
J. S. H. van Leeuwaarden et al.
QUEUEING SYSTEMS (2009)
Synchronized reneging in queueing systems with vacations
Ivo Adan et al.
QUEUEING SYSTEMS (2009)
Exit times for a class of piecewise exponential Markov processes with two-sided jumps
Martin Jacobsen et al.
STOCHASTIC PROCESSES AND THEIR APPLICATIONS (2007)
On exit and ergodicity of the spectrally one-sided Levy process reflected at its infimum
MR Pistorius
JOURNAL OF THEORETICAL PROBABILITY (2004)
A Markovian analysis of additive-increase multiplicative-decrease algorithms
V Dumas et al.
ADVANCES IN APPLIED PROBABILITY (2002)
First exit time from a bounded interval for a certain class of additive functionals of Brownian motion
A Lachal
JOURNAL OF THEORETICAL PROBABILITY (2000)
Share Paper
