Search Results - Baurdoux, Erik J.

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  1. 1
    Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes

    Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes by Baurdoux, Erik J., Pardo, Juan Carlos, Pérez, José Luis, Renaud, Jean-François

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  2. 2
    Predicting the last zero before an exponential time of a spectrally negative Lévy process

    Predicting the last zero before an exponential time of a spectrally negative Lévy process by Baurdoux, Erik J., Pedraza, José M.

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  3. 3
    Optimality of doubly reflected Lévy processes in singular control

    Optimality of doubly reflected Lévy processes in singular control by Baurdoux, Erik J., Yamazaki, Kazutoshi

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  4. 4
    Optimal double stopping of a Brownian bridge

    Optimal double stopping of a Brownian bridge by Baurdoux, Erik J., Chen, Nan, Surya, Budhi A., Yamazaki, Kazutoshi

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  5. 5
    Predicting the Time at Which a Lévy Process Attains Its Ultimate Supremum

    Predicting the Time at Which a Lévy Process Attains Its Ultimate Supremum by Baurdoux, Erik J., van Schaik, Kees

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  6. 6
    Optimal double stopping of a Brownian bridge

    Optimal double stopping of a Brownian bridge by Baurdoux, Erik J., Chen, Nan, Surya, Budhi A., Yamazaki, Kazutoshi

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  7. 7
    Optimal prediction for positive self-similar Markov processes

    Optimal prediction for positive self-similar Markov processes by Baurdoux, Erik J., Kyprianou, Andreas E., Ott, Curdin

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  8. 8
    (L_p\) optimal prediction of the last zero of a spectrally negative Lévy process

    (L_p\) optimal prediction of the last zero of a spectrally negative Lévy process by Baurdoux, Erik J, Pedraza, J M

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  9. 9
    On the last zero process with applications in corporate bankruptcy

    On the last zero process with applications in corporate bankruptcy by Baurdoux, Erik J, Pedraza, J M

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  10. 10
    Predicting the Last Zero before an exponential time of a Spectrally Negative Lévy Process

    Predicting the Last Zero before an exponential time of a Spectrally Negative Lévy Process by Baurdoux, Erik J, Pedraza, José M

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  11. 11
    Predicting the last zero of a spectrally negative Lévy process

    Predicting the last zero of a spectrally negative Lévy process by Baurdoux, Erik J, Pedraza, J M

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  12. 12
    A direct method for solving optimal stopping problems for Lévy processes

    A direct method for solving optimal stopping problems for Lévy processes by Baurdoux, Erik J

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  13. 13
    Optimality of doubly reflected Levy processes in singular control

    Optimality of doubly reflected Levy processes in singular control by Baurdoux, Erik J, Yamazaki, Kazutoshi

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  14. 14
    Optimal double stopping of a Brownian bridge

    Optimal double stopping of a Brownian bridge by Baurdoux, Erik J, Chen, Nan, Surya, Budhi A, Yamazaki, Kazutoshi

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  15. 15
    Further calculations for the McKean stochastic game for a spectrally negative Levy process: from a point to an interval

    Further calculations for the McKean stochastic game for a spectrally negative Levy process: from a point to an interval by Baurdoux, Erik J, Kees van Schaik

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