Large deviations for the time-integrated negative parts of some processes (Q2475424): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2007.05.024
+Normal rank
@@ Property / OpenAlex ID @@
+W2095140666
@@ Property / OpenAlex ID: W2095140666 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3026011
@@ Property / cites work: Q3026011 / rank @@
+Normal rank
@@ Property / cites work @@
+Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
+Normal rank
@@ Property / cites work @@
+Large deviations for vector-valued Lévy processes
+Normal rank
@@ Property / cites work @@
+Q4391441
@@ Property / cites work: Q4391441 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations and overflow probabilities for the general single-server queue, with applications
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Sample path large deviations principles for Poisson shot noise processes, and applications
+Normal rank
@@ Property / cites work @@
+Simulating level-crossing probabilities by importance sampling
+Normal rank
@@ Property / cites work @@
+Differentiation of some functionals of risk processes, and optimal reserve allocation
+Normal rank
@@ Property / cites work @@
+Large deviations for risk models in which each main claim induces a delayed claim
+Normal rank
@@ Property / cites work @@
+Large deviations for risk processes with reinsurance
+Normal rank
@@ Property / cites work @@
+Lundberg parameters for non standard risk processes
+Normal rank
@@ Property / cites work @@
+Q5638112
@@ Property / cites work: Q5638112 / rank @@
+Normal rank