On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes (Q1743344): Difference between revisions

@@ Property / cites work @@
+Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
+Normal rank
@@ Property / cites work @@
+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations results for subexponential tails, with applications to insurance risk
+Normal rank
@@ Property / cites work @@
+Tail probabilities for non-standard risk and queueing processes with subexponential jumps
+Normal rank
@@ Property / cites work @@
+Cramér's estimate for Lévy processes
@@ Property / cites work: Cramér's estimate for Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Probabilities of large deviations for random walks with regular distribution of jumps.
+Normal rank
@@ Property / cites work @@
+Tail probabilities of subadditive functionals of Lévy processes.
+Normal rank
@@ Property / cites work @@
+Asymptotics of randomly stopped sums in the presence of heavy tails
+Normal rank
@@ Property / cites work @@
+Passage time and fluctuation calculations for subexponential Lévy processes
+Normal rank
@@ Property / cites work @@
+Subexponentiality and infinite divisibility
@@ Property / cites work: Subexponentiality and infinite divisibility / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete and continuous time modulated random walks with heavy-tailed increments
+Normal rank
@@ Property / cites work @@
+An Introduction to Heavy-Tailed and Subexponential Distributions
+Normal rank
@@ Property / cites work @@
+Ruin probabilities and overshoots for general Lévy insurance risk processes
+Normal rank
@@ Property / cites work @@
+On distribution tail of the maximum of a random walk
+Normal rank
@@ Property / cites work @@
+Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
+Normal rank
@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+Normal rank
@@ Property / cites work @@
+Ruin Probabilities for Levy Processes with Mixed-Exponential Negative Jumps
+Normal rank
@@ Property / cites work @@
+Tail Asymptotics of the Supremum of a Regenerative Process
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+On the supremum of an infinitely divisible process
+Normal rank