J. C. Pardo
- Occupation times of refracted Lévy processes
2012/05/03 by Andreas E. Kyprianou, Kyprianou, Andreas E., Juan Carlos Pardo +5 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60J99 #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #math.PR #msc:60J99
- On the Lamperti stable processes
2008/02/06 by M. E. Caballero, Juan Carlos Pardo, Caballero, M. E. +5 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60E07 #60G51 #60G52 #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:60E07 #msc:60G51 #msc:60G52
- Branching processes in a Lévy random environment
2015/12/24 by S. Palau, Palau, S., J. C. Pardo +1 · 2 citations
Mathematics · #60G17 #60G51 #60J80 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:60G17 #msc:60G51 #msc:60J80
- Gerber-Shiu functionals at Parisian ruin for Lévy insurance risk processes
2014/07/25 by E. J. Baurdoux, Erik J. Baurdoux, Baurdoux, E. J. +9 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · Social Sciences · #60G51 #60J99 #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #math.PR #msc:60G51 #msc:60J99