Showing 1–20 of 105 results
/ Date/ Name
Apr 19, 2010Dividend problem with Parisian delay for a spectrally negative Lévy risk processOct 17, 2011A Lévy input fluid queue with input and workload regulationJan 11, 2020Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk ModelMar 2, 2020A Multiplicative Version of the Lindley RecursionApr 7, 2020Double continuation regions for American options under Poisson exercise opportunitiesOct 2, 2016On the exact asymptotics of exit time from a cone of an isotropic $α$-self-similar Markov process with a skew-product structureApr 13, 2014Parisian quasi-stationary distributions for asymmetric Lévy processesJul 27, 2020Branching processes with immigration in atypical random environmentMay 12, 2008The probability of exceeding a piecewise deterministic barrier by the heavy-tailed renewal compound processFeb 27, 2008Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic resultsJan 21, 2026Early predicting of hospital admission using machine learning algorithms: Priority queues approachFeb 5, 2011Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolationsFeb 20, 2011Parisian ruin probability for spectrally negative Lévy processesOct 17, 2011Loss rate for a general Lévy process with downward periodic barrierNov 1, 2018An application of dynamic programming to assign pressing tanks at wineriesJul 18, 2020Perpetual American options with asset-dependent discountingJun 13, 2021Ruin Probabilities for Risk Process in a Regime Switching EnvironmentApr 15, 2014Two-dimensional fluid queues with temporary assistanceDec 31, 2017Double continuation regions for American and Swing options with negative discount rate in Lévy modelsDec 31, 2017Quickest drift change detection in Lévy-type force of mortality model