Pages that link to "Item:Q1049556"
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The following pages link to The first passage event for sums of dependent Lévy processes with applications to insurance risk (Q1049556):
Displaying 7 items.
- Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583) (← links)
- Parameter estimation of a bivariate compound Poisson process (Q661242) (← links)
- Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
- Ruin and deficit under claim arrivals with the order statistics property (Q2282730) (← links)
- Pareto Lévy Measures and Multivariate Regular Variation (Q2879909) (← links)
- Lévy Copulas: Review of Recent Results (Q2956050) (← links)
- Risk in a Large Claims Insurance Market with Bipartite Graph Structure (Q3178764) (← links)
