Large deviations for the time-integrated negative parts of some processes (Q2475424): Difference between revisions

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+Q3026011
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+Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
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+Large deviations for vector-valued Lévy processes
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+Q4391441
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+Large deviations and overflow probabilities for the general single-server queue, with applications
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+Q4343010
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+Sample path large deviations principles for Poisson shot noise processes, and applications
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+Simulating level-crossing probabilities by importance sampling
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+Differentiation of some functionals of risk processes, and optimal reserve allocation
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+Large deviations for risk models in which each main claim induces a delayed claim
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+Large deviations for risk processes with reinsurance
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+Lundberg parameters for non standard risk processes
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+Q5638112
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