6 results
Discounted densities of overshoot and undershoot for Lévy processes with applications in finance
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- Probability in the Engineering and Informational Sciences , First View
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- 19 March 2024, pp. 1-24
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Stochastic orderings of multivariate elliptical distributions
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- Journal of Applied Probability / Volume 58 / Issue 2 / June 2021
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- 23 June 2021, pp. 551-568
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- June 2021
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TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 2 / April 2022
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- 05 January 2021, pp. 500-513
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On the last exit times for spectrally negative Lévy processes
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- Journal of Applied Probability / Volume 54 / Issue 2 / June 2017
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- 22 June 2017, pp. 474-489
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- June 2017
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ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
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- ASTIN Bulletin: The Journal of the IAA / Volume 44 / Issue 3 / September 2014
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- 10 April 2014, pp. 635-651
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- September 2014
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Nonexponential asymptotics for the solutions of renewal equations, with applications
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- Journal of Applied Probability / Volume 43 / Issue 3 / September 2006
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- 14 July 2016, pp. 815-824
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- September 2006
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