Path decomposition of a reflected Lévy process on first passage over high levels (Q2074980): Difference between revisions

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+Q4888858
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+Cramér's estimate for Lévy processes
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+On the law of the supremum of Lévy processes
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+Fluctuation theory for Lévy processes. Ecole d'Eté de probabilités de Saint-Flour XXXV -- 2005.
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+Cramér's estimate for the reflected process revisited
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+On convolution tails
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+Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions
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+General tax structures for a Lévy insurance risk process under the Cramér condition
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+Path decomposition of ruinous behavior for a general Lévy insurance risk process
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+Ruin probabilities and overshoots for general Lévy insurance risk processes
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+Buffer-overflows: joint limit laws of undershoots and overshoots of reflected 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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+Convolution equivalence and distributions of random sums
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