Pages that link to "Item:Q1001850"

The following pages link to On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes (Q1001850):

Displaying 19 items.

• Sample paths of a Lévy process leading to first passage over high levels in finite time (Q265638) (← links)
• Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail (Q340814) (← links)
• Convolution equivalent Lévy processes and first passage times (Q363857) (← links)
• Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process (Q625005) (← links)
• Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) (← links)
• On suprema of Lévy processes with light tails (Q963037) (← links)
• Closure properties of \(O\)-exponential distributions (Q1644185) (← links)
• Semi-heavy tails (Q1728122) (← links)
• Precise option pricing by the COS method -- how to choose the truncation range (Q2079122) (← links)
• Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
• The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance (Q3114569) (← links)
• REGULAR VARIATION AND SMILE ASYMPTOTICS (Q3608732) (← links)
• Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation (Q3653505) (← links)
• Implied Volatility of Basket Options at Extreme Strikes (Q4560331) (← links)
• Randomly stopped sums with exponential-type distributions (Q4968167) (← links)
• A note on product-convolution for generalized subexponential distributions (Q5046694) (← links)
• Randomly stopped minima and maxima with exponential-type distributions (Q5225892) (← links)
• Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models (Q5250042) (← links)
• On the Asymptotic Behaviour of Superexponential Lévy Processes (Q6197998) (← links)