On extreme ruinous behaviour of Lévy insurance risk processes (Q3410936): Difference between revisions

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-.1239/jap/1152413744
@@ Property / DOI: 10.1239/jap/1152413744 / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1239/jap/1152413744
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+W2090454136
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+Large deviations results for subexponential tails, with applications to insurance risk
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+Overshoots and undershoots of Lévy processes
@@ Property / cites work: Overshoots and undershoots of Lévy processes / rank @@
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+Subexponentiality and infinite divisibility
@@ Property / cites work: Subexponentiality and infinite divisibility / rank @@
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+Q4343010
@@ Property / cites work: Q4343010 / rank @@
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+Q4247115
@@ Property / cites work: Q4247115 / rank @@
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+Ruin probabilities and decompositions for general perturbed risk processes.
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+Ruin probabilities for competing claim processes
@@ Property / cites work: Ruin probabilities for competing claim processes / rank @@
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+Ruin probabilities and overshoots for general Lévy insurance risk processes
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+VOTRE LÉVY RAMPE-T-IL?
@@ Property / cites work: VOTRE LÉVY RAMPE-T-IL? / rank @@
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@@ Property / DOI @@
+.1239/JAP/1152413744
@@ Property / DOI: 10.1239/JAP/1152413744 / rank @@
+Normal rank