Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case (Q1930656): Difference between revisions

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+Q4888858
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+Cramér's estimate for Lévy processes
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+Exponential functionals of Lévy processes
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+Cramér's estimate for a reflected Lévy process
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+Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure
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+Regular variation in the tail behaviour of solutions of random difference equations
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+Loss of mass in deterministic and random fragmentations.
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+Extremal behavior of stochastic integrals driven by regularly varying Lévy processes
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+Ruin probabilities and overshoots for general Lévy insurance risk processes
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Tail asymptotics for exponential functionals of Lévy processes
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+Convolution equivalence and infinite divisibility
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+Convolution Equivalence and Infinite Divisibility: Corrections and Corollaries
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+Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes
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+Law of the exponential functional of one-sided Lévy processes and Asian options
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+Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
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+Convolution equivalence and distributions of random sums
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+On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
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