Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (English)
- New search for: Shen, Ying
- New search for: Yin, Chuan-cun
- New search for: Yuen, Kam Chuen
- New search for: Shen, Ying
- New search for: Yin, Chuan-cun
- New search for: Yuen, Kam Chuen
In:
Acta Mathematicae Applicatae Sinica, English Series
;
29
, 4
; 705-716
;
2013
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ISSN:
- Article (Journal) / Electronic Resource
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Title:Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes
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Contributors:
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Published in:Acta Mathematicae Applicatae Sinica, English Series ; 29, 4 ; 705-716
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Publisher:
- New search for: Springer Berlin Heidelberg
- New search for: Springer
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Place of publication:Berlin
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Publication date:2013
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ISSN:
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ZDBID:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
- New search for: 31.80$jAngewandte Mathematik / 31.80
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Keywords:
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Classification:
BKL: 31.80$jAngewandte Mathematik / 31.80 Angewandte Mathematik -
Source:
Table of contents – Volume 29, Issue 4
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 673
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Portfolio optimization with uncertain exit time in infinite-time horizonGuo, Wen-jing / Cai, Jun et al. | 2013
- 685
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Upper bound involving parameter σ2 for the rainbow connection numberDong, Jiu-ying / Li, Xue-liang et al. | 2013
- 689
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Discrete-time GI/G/1 retrial queues with time-controlled vacation policiesWang, Jin-ting / Wang, Nan / Alfa, Attahiru S. et al. | 2013
- 705
-
Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processesShen, Ying / Yin, Chuan-cun / Yuen, Kam Chuen et al. | 2013
- 717
-
Uniform invariance principle of discontinuous systems with parameter variationWei, Ju-mei / Ma, Rui / Mu, Xiao-wu et al. | 2013
- 725
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The MAP/PH/N retrial queue in a random environmentYang, Gang / Yao, Luo-gen / Ouyang, Zi-sheng et al. | 2013
- 739
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Convolution kernels implementation of cardinalized probability hypothesis density filterMa, Yue / Zhu, Jian-zhang / Qin, Qian-qing / Hu, Yi-jun et al. | 2013
- 749
-
Counting rooted unicursal planar mapsLong, Shu-de / Cai, Jun-liang et al. | 2013
- 765
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Approximation to the distribution of the least squares estimators in two dimensional cosine models by randomly weighted bootstrapZhao, Yuan-yuan / Ming, Rui-xing / Wu, Yao-hua et al. | 2013
- 777
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On defected colourings of graphsYao, Bing / Zhang, Zhong-fu / Wang, Jian-fang et al. | 2013
- 787
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A characterization for a sequence to be potentially Kr+1 − e-graphicYin, Jian-hua / Wang, Ye et al. | 2013
- 793
-
Empirical likelihood-based subset selection for partially linear autoregressive modelsHan, Yu / Jin, Ying-hua / Chen, Min et al. | 2013
- 809
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Comparison of two variances under inequality constraints by using empirical likelihood methodDeng, Guo-hua et al. | 2013
- 823
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Removable edges in a spanning tree of a k-connected graphXu, Li-qiong et al. | 2013
- 829
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Two constructions of optimal cartesian authentication codes from unitary geometry over finite fieldsChen, Shang-di / Zhao, Da-wei et al. | 2013
- 837
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Tetravalent edge-transitive cayley graphs of PGL (2, p)Hua, Xiao-hui / Xu, Shang-jin / Deng, Yun-ping et al. | 2013
- 843
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Superconvergence analysis of splitting positive definite nonconforming mixed finite element method for pseudo-hyperbolic equationsShi, Dong-yang / Tang, Qi-li et al. | 2013
- 855
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On the blowing up of solutions to one-dimensional quantum Navier-Stokes equationsDong, Jian-wei / Zhang, You-lin / Wang, Yan-ping et al. | 2013
- 861
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On double degenerate quasilinear parabolic variational inequalitiesLiu, Gui-fang / Liu, Yi-liang et al. | 2013
- 869
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Remarks on the regularity criteria of weak solutions to the three-dimensional micropolar fluid equationsJia, Yan / Zhang, Xing-wei / Zhang, Wen-liang / Dong, Bo-qing et al. | 2013
- 881
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Melnikov method and detection of chaos for non-smooth systemsShi, Lin-song / Zou, Yong-kui / Küpper, Tassilo et al. | 2013