Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation (Q3653505): Difference between revisions

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+Functions of probability measures
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+The overshoot of a random walk with negative drift
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+Suprema and sojourn times of Lévy processes with exponential tails
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+Simple approximations of ruin probabilities
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+Lundberg's risk process with tax
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+The tax identity in risk theory - a simple proof and an extension
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+On the dual risk model with tax payments
@@ Property / cites work: On the dual risk model with tax payments / rank @@
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+On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes
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+Distributions of subadditive functionals of sample paths of infinitely divisible processes
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+On the Constant in the Definition of Subexponential Distributions
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+Ruin probabilities and overshoots for general Lévy insurance risk processes
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+Subexponential distributions and characterizations of related classes
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+On convolution tails
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+Overshoots and undershoots of Lévy processes
@@ Property / cites work: Overshoots and undershoots of Lévy processes / rank @@
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+Functionals of infinitely divisible stochastic processes with exponential tails
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+https://doi.org/10.2143/ast.39.2.2044644
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+W2038218249
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