6 results
De Finetti’s control problem with a concave bound on the control rate
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- Journal of Applied Probability , First View
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- 25 January 2024, pp. 1-17
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Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes
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- Journal of Applied Probability / Volume 53 / Issue 2 / June 2016
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- 21 June 2016, pp. 572-584
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- June 2016
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Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view
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- Advances in Applied Probability / Volume 48 / Issue 1 / March 2016
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- 24 March 2016, pp. 274-297
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- March 2016
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On the Time Spent in the Red by a Refracted Lévy Risk Process
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- Journal of Applied Probability / Volume 51 / Issue 4 / December 2014
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- 30 January 2018, pp. 1171-1188
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- December 2014
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A Lévy Insurance Risk Process with Tax
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- Journal of Applied Probability / Volume 45 / Issue 2 / June 2008
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- 14 July 2016, pp. 363-375
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- June 2008
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Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
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- Journal of Applied Probability / Volume 44 / Issue 2 / June 2007
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- 14 July 2016, pp. 420-427
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- June 2007
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