2 papers
math.PR2019
On the explosion of a class of continuous-state nonlinear branching processes
Bo Li, Xiaowen Zhou
In this paper, we consider a class of generalized continuous-state branching processes obtained by Lamperti type time changes of spectrally positive Lévy processes using different…
math.PR2018
How long does the surplus stay close to its historical high?
Bo Li, Yun Hua, Xiaowen Zhou
In this paper we find the Laplace transforms of the weighted occupation times for a spectrally negative Lévy surplus process to spend below its running maximum up to the first exit…