3

Asymptotics for solutions of a defective renewal equation with applications

Year:
2008
Language:
english
File:
PDF, 179 KB
english, 2008
4

A Probabilistic Proof for Representations of the Riemann Zeta Function

Year:
2019
Language:
english
File:
PDF, 210 KB
english, 2019
11

Optimality of the threshold dividend strategy for the compound Poisson model

Year:
2011
Language:
english
File:
PDF, 218 KB
english, 2011
15

Two Sufficient Conditions for Convex Ordering on Risk Aggregation

Year:
2018
Language:
english
File:
PDF, 1.34 MB
english, 2018
19

On the last exit times for spectrally negative Lévy processes

Year:
2017
Language:
english
File:
PDF, 158 KB
english, 2017
22

On a Dual Model with Barrier Strategy

Year:
2012
Language:
english
File:
PDF, 117 KB
english, 2012
24

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

Year:
2005
Language:
english
File:
PDF, 1023 KB
english, 2005
33

OCCUPATION TIMES OF BALLS BY BROWNIAN MOTION WITH DRIFT

Year:
2001
Language:
english
File:
PDF, 171 KB
english, 2001
34

ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS

Year:
2014
Language:
english
File:
PDF, 286 KB
english, 2014
36

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

Year:
2011
Language:
english
File:
PDF, 241 KB
english, 2011
40

Optimal reinsurance with both proportional and fixed costs

Year:
2015
Language:
english
File:
PDF, 587 KB
english, 2015
46

A Diffusion Perturbed Risk Process with Stochastic Return on Investments

Year:
2004
Language:
english
File:
PDF, 180 KB
english, 2004
48

Sharp Convex Bounds on the Aggregate Sums–An Alternative Proof

Year:
2016
File:
PDF, 323 KB
2016
49

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

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