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Fluctuations of Lévy Processes with Applications: Introductory Lectures
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Fluctuations of Lévy Processes with Applications: Introductory Lectures (2014)Fluctuations of Lévy Processes with Appli…Spectrally negative Lévy risk model under Erlangized barrier strategy (2018)Spectrally negative Lévy risk…Spectrally negative Lévy processes with Parisian reflection below and classical reflection above (2017)Spectrally negative Lévy proc…Alpha-robust mean-variance reinsurance-investment strategy (2016)Alpha-robust mean-variance re…Myopia and Inconsistency in Dynamic Utility Maximization (1955)Risk, Ambiguity, and the Savage Axioms (1961)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Optimal reinsurance-investment strategy for a dynamic contagion claim model (2020)Reinsurance–investment game between two mean–variance insurers under model uncertainty (2020)Robust optimal reinsurance–investment strategy with price jumps and correlated claims (2020)Some Optimal Dividends Problems (2004)On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes (2008)Occupation times of intervals until first passage times for spectrally negative Lévy processes (2013)A new distance-based total uncertainty measure in Dempster-Shafer evidence theory (2021)Continuous Martingales and Brownian Motion (1999)On the optimal dividend problem for a spectrally negative Lévy process (2007)The Theory of Scale Functions for Spectrally Negative Lévy Processes (2012)
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  • 2016Alpha-robust mean-variance reinsurance-investment strategy55 cited
  • 2018Spectrally negative Lévy risk model under Erlangized barrier strategy53 cited
  • 2017Spectrally negative Lévy processes with Parisian reflection below and classical reflection above35 cited

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