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Dividend Problem with Parisian Delay for a Spectrally Negative Lévy Risk Process.

, and . J. Optimization Theory and Applications, 161 (1): 239-256 (2014)

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Loss rates for stochastic fluid models., and . Perform. Evaluation, 70 (9): 593-606 (2013)Dividend Problem with Parisian Delay for a Spectrally Negative Lévy Risk Process., and . J. Optimization Theory and Applications, 161 (1): 239-256 (2014)Gerber-Shiu theory for discrete risk processes in a regime switching environment., , and . Appl. Math. Comput., (April 2024)A Lévy input fluid queue with input and workload regulation., , and . Queueing Syst. Theory Appl., 76 (1): 21-36 (2014)Tail Behaviour of the Area Under the Queue Length Process of the Single Server Queue with Regularly Varying Service Times., and . Queueing Syst. Theory Appl., 50 (2-3): 299-323 (2005)Modeling social media contagion using Hawkes processes., and . CoRR, (2020)Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums., , , , and . SIAM J. Appl. Math., 73 (1): 47-66 (2013)On-Off Fluid Models in Heavy Traffic Environment., and . Queueing Syst. Theory Appl., 33 (4): 327-338 (1999)Two-Dimensional Fluid Queues with Temporary Assistance., , and . MAM, volume 27 of Springer Proceedings in Mathematics & Statistics, page 187-207. Springer, (2011)An application of dynamic programming to assign pressing tanks at wineries., and . Eur. J. Oper. Res., 287 (1): 293-305 (2020)