Passage time and fluctuation calculations for subexponential Lévy processes (Q282543): Difference between revisions

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-Q193792
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-Ross A. Maller
@@ Property / author: Ross A. Maller / rank @@
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+Ronald Arthur Doney
@@ Property / author: Ronald Arthur Doney / rank @@
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+Ross A. Maller
@@ Property / author: Ross A. Maller / rank @@
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+.1720
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+On Exceedance Times for Some Processes with Dependent Increments
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+Large deviations results for subexponential tails, with applications to insurance risk
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+Q4888858
@@ Property / cites work: Q4888858 / 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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@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
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+Asymptotic Analysis of Random Walks
@@ Property / cites work: Asymptotic Analysis of Random Walks / rank @@
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+Q5485944
@@ Property / cites work: Q5485944 / rank @@
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+Tail asymptotics for the supremum of a random walk when the mean is not finite
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+Overshoots and undershoots of Lévy processes
@@ Property / cites work: Overshoots and undershoots of Lévy processes / rank @@
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@@ Property / cites work @@
+Stability and attraction to normality for Lévy processes at zero and at infinity
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+Asymptotic behaviour of first passage time distributions for Lévy processes
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+Subexponentiality and infinite divisibility
@@ Property / cites work: Subexponentiality and infinite divisibility / rank @@
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@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
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+An Introduction to Heavy-Tailed and Subexponential Distributions
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+Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution
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+On extreme ruinous behaviour of Lévy insurance risk processes
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+Ruin probabilities and overshoots for general Lévy insurance risk processes
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+Convolution equivalence and infinite divisibility
@@ Property / cites work: Convolution equivalence and infinite divisibility / rank @@
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+Convolution Equivalence and Infinite Divisibility: Corrections and Corollaries
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+Q4937701
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+VOTRE LÉVY RAMPE-T-IL?
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+Publication:282543