On the typical level crossing time and path (Q1899259): Difference between revisions

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+Upper bounds for large deviations of dependent random vectors
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+Risk theory in a Markovian environment
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+Large deviations for some weakly dependent random processes
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+Large deviations for a general class of random vectors
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+Finite-time Lundberg inequalities in the Cox case
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+Ruin theory in the linear model
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+Limit theorems for first-passage times in linear and non-linear renewal theory
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+Simulating level-crossing probabilities by importance sampling
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+On asymptotically efficient simulation of ruin probabilities in a Markovian environment
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+Q3667818
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+Entropy, a useful concept in risk theory
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+Large deviations for functionals of stationary processes
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+Rough limit results for level-crossing probabilities
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+Q4170136
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+Importance sampling in the Monte Carlo study of sequential tests
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+Publication:1899259