Ronnie Loeffen

Identifiers

• name variant Ronnie Loeffen 0.60 · backfill

Papers (5)

1. On obtaining simple identities for overshoots of spectrally negative L\'evy processes math.PR · 2014 · author #1
2. Parisian ruin probability for spectrally negative L\'{e}vy processes math.PR · 2011 · author #1
3. Semi-Closed Form Cubature and Applications to Financial Diffusion Models q-fin.CP · 2010 · author #3
4. Optimal control with absolutely continuous strategies for spectrally negative Levy processes math.PR · 2010 · author #2
5. Refracted Levy processes math.PR · 2008 · author #2

Mentions

• 1410.5341 #1 · backfill · confidence 0.70 Ronnie Loeffen
• 1102.4055 #1 · backfill · confidence 0.70 Ronnie Loeffen
• 1009.4818 #3 · backfill · confidence 0.70 Ronnie Loeffen
• 1008.2363 #2 · backfill · confidence 0.70 Ronnie Loeffen
• 0801.4655 #2 · backfill · confidence 0.70 Ronnie Loeffen

Frequent Coauthors

• Andreas E. Kyprianou 2 shared papers
• Christian Bayer 1 shared papers
• Irmina Czarna 1 shared papers
• Jose-Luis Perez 1 shared papers
• Peter Friz 1 shared papers
• Zbigniew Palmowski 1 shared papers