Overshoots and undershoots of Lévy processes (Q2494574): Difference between revisions

@@ Property / cites work @@
+Large deviations results for subexponential tails, with applications to insurance risk
+Normal rank
@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4082108
@@ Property / cites work: Q4082108 / rank @@
+Normal rank
@@ Property / cites work @@
+Degeneracy properties of subcritical branching processes
+Normal rank
@@ Property / cites work @@
+Q3771313
@@ Property / cites work: Q3771313 / rank @@
+Normal rank
@@ Property / cites work @@
+The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models.
+Normal rank
@@ Property / cites work @@
+On convolution tails
@@ Property / cites work: On convolution tails / rank @@
+Normal rank
@@ Property / cites work @@
+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
+Normal rank
@@ Property / cites work @@
+Hitting probabilities of single points for processes with stationary independent increments
+Normal rank
@@ Property / cites work @@
+Ruin probabilities and overshoots for general Lévy insurance risk processes
+Normal rank
@@ Property / cites work @@
+On the Constant in the Definition of Subexponential Distributions
+Normal rank
@@ Property / cites work @@
+Infinite divisibility and generalized subexponentiality
+Normal rank
@@ Property / cites work @@
+On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes.
+Normal rank
@@ Property / cites work @@
+VOTRE LÉVY RAMPE-T-IL?
@@ Property / cites work: VOTRE LÉVY RAMPE-T-IL? / rank @@
+Normal rank