On fluctuation-theoretic decompositions via Lindley-type recursions-Reference-Cited by-同舟云学术

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On fluctuation-theoretic decompositions via Lindley-type recursions

Published:2023-11 Issue: Volume:165 Page:316-336
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Boxma Onno,Kella Offer,Mandjes Michel

Funder

Nederlandse Organisatie voor Wetenschappelijk Onderzoek

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference17 articles.

1. The optimal dividend barrier in the Gamma-Omega model;Albrecher;Eur. Actuar. J.,2011

2. Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations;Albrecher;Stoch. Proc. Appl.,2017

3. From ruin to bankruptcy for compound Poisson surplus processes;Albrecher;ASTIN Bull.,2013

4. Lévy Processes;Bertoin,1996

5. Cramér’s estimate for Lévy processes;Bertoin;Stat. Probab. Lett.,1994

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Advanced Bankruptcy Concepts;Springer Actuarial;2023

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