Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
On Gerber-Shiu functions and optimal dividend distribution for a Levy risk-process in the presence of a penalty function
On maxima and ladder processes for a dense class of Levy processes
On perpetual American put valuation and first-passage in a regime-switching model with jumps
On the drawdown of completely asymmetric Levy processes
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