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Search: person:"Lkabous, Mohamed Amine"
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Lkabous, Mohamed Amine
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Landriault, David
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Li, Bin
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Renaud, Jean-François
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Wang, Zijia
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Czarna, Irmina
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Insurance / Mathematics & economics
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Scandinavian actuarial journal
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ECONIS (ZBW)
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1
A refracted Lévy process with delayed dividend pullbacks
Wang, Zijia
;
Lkabous, Mohamed Amine
;
Landriault, David
- In:
Scandinavian actuarial journal
2023
(
2023
)
9
,
pp. 885-906
Persistent link: https://www.econbiz.de/10014384012
Saved in:
2
On the area in the red of Lévy risk processes and related quantities
Lkabous, Mohamed Amine
;
Wang, Zijia
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 257-278
Persistent link: https://www.econbiz.de/10014317149
Saved in:
3
Poissonian occupation times of spectrally negative Lévy processes with applications
Lkabous, Mohamed Amine
- In:
Scandinavian actuarial journal
2021
(
2021
)
10
,
pp. 916-935
Persistent link: https://www.econbiz.de/10012696893
Saved in:
4
On the analysis of deep drawdowns for the Lévy insurance risk model
Landriault, David
;
Li, Bin
;
Lkabous, Mohamed Amine
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 147-155
Persistent link: https://www.econbiz.de/10012622386
Saved in:
5
On occupation times in the red of Lévy risk models
Landriault, David
;
Li, Bin
;
Lkabous, Mohamed Amine
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 17-26
Persistent link: https://www.econbiz.de/10012242035
Saved in:
6
A unified approach to ruin probabilities with delays for spectrally negative Lévy processes
Lkabous, Mohamed Amine
;
Renaud, Jean-François
- In:
Scandinavian actuarial journal
2019
(
2019
)
8
,
pp. 711-728
Persistent link: https://www.econbiz.de/10012194994
Saved in:
7
Parisian ruin for a refracted Lévy process
Lkabous, Mohamed Amine
;
Czarna, Irmina
;
Renaud, …
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 153-163
Persistent link: https://www.econbiz.de/10011712432
Saved in:
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