On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes (Q1743344): Difference between revisions

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-Dmitrii Korshunov
@@ Property / author: Dmitrii Korshunov / rank @@
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+Dmitrii Korshunov
@@ Property / author: Dmitrii Korshunov / rank @@
+Normal rank
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+MaRDI publication profile
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+W2963929395
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+.09004
@@ Property / arXiv ID: 1608.09004 / rank @@
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@@ Property / cites work @@
+Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
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+Applied Probability and Queues
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+Q3560912
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+Large deviations results for subexponential tails, with applications to insurance risk
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+Tail probabilities for non-standard risk and queueing processes with subexponential jumps
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+Cramér's estimate for Lévy processes
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+Probabilities of large deviations for random walks with regular distribution of jumps.
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+Tail probabilities of subadditive functionals of Lévy processes.
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+Passage time and fluctuation calculations for subexponential Lévy processes
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+Subexponentiality and infinite divisibility
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+On the supremum of an infinitely divisible process
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