Stability of the exit time for Lévy processes (Q3173002): Difference between revisions

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+W2156025337
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+.5389
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+Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the <i>GI/G/</i>1 queue
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+Approximations for the probability of ruin within finite time
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+Q4379506
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+Applied Probability and Queues
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+Large deviations results for subexponential tails, with applications to insurance risk
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+Finite time ruin probabilities with one Laplace inversion.
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+Q4888858
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+Regularity of the half-line for Lévy processes
@@ Property / cites work: Regularity of the half-line for Lévy processes / rank @@
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+Cramér's estimate for Lévy processes
@@ Property / cites work: Cramér's estimate for Lévy processes / rank @@
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+Renewal theory and level passage by subordinators
@@ Property / cites work: Renewal theory and level passage by subordinators / rank @@
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+Q4726487
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+Suprema and sojourn times of Lévy processes with exponential tails
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+Stochastic bounds for Lévy processes.
@@ Property / cites work: Stochastic bounds for Lévy processes. / rank @@
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+Overshoots and undershoots of Lévy processes
@@ Property / cites work: Overshoots and undershoots of Lévy processes / rank @@
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+Stability and attraction to normality for Lévy processes at zero and at infinity
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+Stability of the overshoot for Lévy processes
@@ Property / cites work: Stability of the overshoot for Lévy processes / rank @@
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+Moments of passage times for Lévy processes
@@ Property / cites work: Moments of passage times for Lévy processes / rank @@
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+The maximum on a random time interval of a random walk with long-tailed increments and negative drift.
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+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
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+The time at which a Lévy process creeps
@@ Property / cites work: The time at which a Lévy process creeps / rank @@
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+Stopped Random Walks
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+On Wald's equations in continuous time
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+Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation
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+Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims
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+Stability and other limit laws for exit times of random walks from a strip or a halfplane
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+Ruin probabilities and overshoots for general Lévy insurance risk processes
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Q4095644
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+Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes
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+Q5590477
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+Q4937701
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