Keywords: عملکرد مقیاس; Reinsurance; Capital injections; Ruin; Successive ruin events; Spectrally negative Lévy process; Scale function; Expected present value; Gerber-Shiu function;
مقالات ISI عملکرد مقیاس (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: عملکرد مقیاس; Refracted dividend strategy; Ratcheting dividend strategy; Spectrally negative Lévy process; Scale function; Expected time to ruin;
Keywords: عملکرد مقیاس; Sparre Andersen risk model; Spectrally negative Lévy process; Transformation method; Scale function; Laplace transform; Constant dividend barrier; Dividend paying duration; Non-dividend paying duration;
Keywords: عملکرد مقیاس; 60J80; 60J25; 60G17; Continuous-state branching processes; Immigration; Scale function; Entrance time; Transience and recurrence; Polarity;
On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments
Keywords: عملکرد مقیاس; Spectrally positive Lévy risk process; Parisian implementation delays in dividend payments; Scale function;
Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
Keywords: عملکرد مقیاس; C44; C61; G32; G35; Periodic dividend; Capital injection; Lévy process; Stochastic control; Scale function;
Default swap games driven by spectrally negative Lévy processes
Keywords: عملکرد مقیاس; 91A15; 60G40; 60G51; 91B25Optimal stopping games; Nash equilibrium; Lévy processes; Scale function; Credit default swaps
On the limit distributions of continuous-state branching processes with immigration
Keywords: عملکرد مقیاس; 60G10; 60G51Branching processes with immigration; Limit distribution; Stationary distribution; Self-decomposable distribution; Spectrally positive Lévy process; Scale function; Infinitesimal generator
Occupation densities in solving exit problems for Markov additive processes and their reflections
Keywords: عملکرد مقیاس; Lévy process; Scale function; Scale matrix; Two-sided exit; Local time
On the Wiener–Hopf factorization for Lévy processes with bounded positive jumps
Keywords: عملکرد مقیاس; 60G51Lévy process; Wiener–Hopf factorization; Entire functions of Cartwright class; Distribution of the supremum; Spectrally-negative processes; Scale function
On optimality of the barrier strategy for a general Lévy risk process
Keywords: عملکرد مقیاس; Lévy processes; Optimal dividend problem; Complete monotonicity; Barrier strategy; Scale function; Probability of ruin
An optimal dividends problem with transaction costs for spectrally negative Lévy processes
Keywords: عملکرد مقیاس; primary; 60J99; secondary; 93E20; 60G51; Lévy process; Stochastic control; Impulse control; Dividend problem; Scale function;
Optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes: An alternative approach
Keywords: عملکرد مقیاس; 60G51; 40J50Spectrally negative Lévy process; Optimal dividend problem; Scale function; Log-convexity; Complete monotonicity; Convexity; Barrier strategy
Smooth Lie groups over local fields of positive characteristic need not be analytic
Keywords: عملکرد مقیاس; Smooth Lie group; Analytic Lie group; Totally disconnected group; Finite order differentiability; Local field; Positive characteristic; Contractive automorphism; Scale function; Tidy subgroup; Willis theory; Non-archimedian analysis;