The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758): Difference between revisions

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+Yue-bao Wang
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+Kai Yong Wang
@@ Property / author: Kai Yong Wang / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2013.861492
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+W2016209803
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@@ Property / cites work @@
+Asymptotics for sums of random variables with local subexponential behaviour
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@@ Property / cites work @@
+A local limit theorem for random walk maxima with heavy tails
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@@ Property / cites work @@
+On a class of Lévy processes
@@ Property / cites work: On a class of Lévy processes / rank @@
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@@ Property / cites work @@
+The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments
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+Some discussions on the local distribution classes
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@@ Property / cites work @@
+Applications of factorization embeddings for Lévy processes
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@@ Property / cites work @@
+Overshoots and undershoots of Lévy processes
@@ Property / cites work: Overshoots and undershoots of Lévy processes / rank @@
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+Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims
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+Subexponential distributions and characterizations of related classes
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+Ruin probabilities and overshoots for general Lévy insurance risk processes
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+A property of the renewal counting process with application to the finite-time ruin probability
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+Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
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+Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
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+Asymptotic behaviour of the finite-time ruin probability in renewal risk models
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+Asymptotic behavior of tail and local probabilities for sums of subexponential random variables
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+Convolution equivalence and infinite divisibility
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+Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes
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+On the distribution of the maxima of partial sums
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+Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation
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+UNIFORM ESTIMATES FOR THE TAIL PROBABILITY OF MAXIMA OVER FINITE  HORIZONS WITH SUBEXPONENTIAL TAILS
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+The overshoot of a random walk with negative drift
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+On the supremum of an infinitely divisible process
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+Lower limits and upper limits for tails of random sums supported on \(\mathbb R\)
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