3

Asymptotics for solutions of a defective renewal equation with applications

Year:
2008
Language:
english
File:
PDF, 179 KB
english, 2008
5

A Probabilistic Proof for Representations of the Riemann Zeta Function

Year:
2019
Language:
english
File:
PDF, 210 KB
english, 2019
14

Two Sufficient Conditions for Convex Ordering on Risk Aggregation

Year:
2018
Language:
english
File:
PDF, 1.34 MB
english, 2018
21

On optimality of the barrier strategy for a general Lévy risk process

Year:
2011
Language:
english
File:
PDF, 241 KB
english, 2011
25

Joint density of hitting time and point to an ellipse for Brownian motion

Year:
1997
Language:
english
File:
PDF, 247 KB
english, 1997
27

A local limit theorem for the probability of ruin

Year:
2004
Language:
english
File:
PDF, 160 KB
english, 2004
35

A Diffusion Perturbed Risk Process with Stochastic Return on Investments

Year:
2004
Language:
english
File:
PDF, 180 KB
english, 2004
36

On occupation times for a risk process with reserve-dependent premium

Year:
2002
Language:
english
File:
PDF, 135 KB
english, 2002
37

OCCUPATION TIMES OF BALLS BY BROWNIAN MOTION WITH DRIFT

Year:
2001
Language:
english
File:
PDF, 171 KB
english, 2001
38

ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS

Year:
2014
Language:
english
File:
PDF, 286 KB
english, 2014
39

On a Dual Model with Barrier Strategy

Year:
2012
Language:
english
File:
PDF, 117 KB
english, 2012
40

The Ornstein-Uhlenbeck-Type Model with a Hybrid Dividend Strategy

Year:
2013
Language:
english
File:
PDF, 142 KB
english, 2013
44

Optimal reinsurance with both proportional and fixed costs

Year:
2015
Language:
english
File:
PDF, 587 KB
english, 2015
47

Passage Times for a Spectrally Negative Lévy Process with Applications to Risk Theory

Year:
2005
Language:
english
File:
PDF, 1023 KB
english, 2005
49

On the last exit times for spectrally negative Lévy processes

Year:
2017
Language:
english
File:
PDF, 158 KB
english, 2017