Pages that link to "Item:Q1236381"
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The following pages link to Asymptotic behaviour of Wiener-Hopf factors of a random walk (Q1236381):
Displayed 50 items.
- Bounds for classical ruin probabilities (Q799061) (← links)
- The overshoot of a random walk with negative drift (Q871033) (← links)
- Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities (Q946378) (← links)
- Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications (Q995501) (← links)
- Asymptotic analysis of Lévy-driven tandem queues (Q1007145) (← links)
- Ruin probability and local ruin probability in the random multi-delayed renewal risk model (Q1007342) (← links)
- Estimates for the probability of ruin with special emphasis on the possibility of large claims (Q1054107) (← links)
- Second order behaviour of the tail of a subordinated probability distribution (Q1074211) (← links)
- A note on the distance of ladder height distributions (Q1084763) (← links)
- The Markov branching-castastrophe process (Q1096562) (← links)
- Banach algebras of measures of class S(\(\gamma\) ) (Q1117431) (← links)
- Last exit times for random walks (Q1120191) (← links)
- A refinement of the coupling method in renewal theory (Q1148068) (← links)
- On the exact asymptotic behaviour of the distribution of ladder epochs (Q1162762) (← links)
- On convolution tails (Q1165512) (← links)
- Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time (Q1183672) (← links)
- Subexponential distributions and characterizations of related classes (Q1263152) (← links)
- The rate of convergence for subexponential distributions (Q1280852) (← links)
- On the joint distribution of ladder variables of random walk (Q1326326) (← links)
- The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks (Q1358014) (← links)
- Large deviations results for subexponential tails, with applications to insurance risk (Q1374626) (← links)
- Submultiplicative moments of the supremum of a random walk with negative drift (Q1380548) (← links)
- Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
- Subexponential asymptotics of hybrid fluid and ruin models (Q1774229) (← links)
- Approximations for moments of deficit at ruin with exponential and subexponential claims. (Q1871297) (← links)
- The maximum on a random time interval of a random walk with long-tailed increments and negative drift. (Q1872352) (← links)
- Moments and tails in monotone-separable stochastic networks. (Q1879883) (← links)
- On distribution tail of the maximum of a random walk (Q1965887) (← links)
- Second-order asymptotics for the ruin probability in the case of very large claims (Q1975812) (← links)
- Discrete and continuous time modulated random walks with heavy-tailed increments (Q2385614) (← links)
- Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments (Q2464850) (← links)
- A wide class of heavy-tailed distributions and its applications (Q2480272) (← links)
- Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions (Q2480825) (← links)
- Tail asymptotics for exponential functionals of Lévy processes (Q2490054) (← links)
- Heavy tails in multi-server queue (Q2494538) (← links)
- Tails for (max, plus) recursions under subexponentiality (Q2505101) (← links)
- The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk (Q2572397) (← links)
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (Q2574612) (← links)
- Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866) (← links)
- A local asymptotic behavior for ruin probability in the renewal risk model (Q3610426) (← links)
- On the existence of the mean ladder height for random walk (Q3918848) (← links)
- Subexponentiality and infinite divisibility (Q4181024) (← links)
- A reduced-peak equivalence for queues with a mixture of light-tailed and heavy-tailed input flows (Q4467512) (← links)
- Second Order Behaviour of Ruin Probabilities (Q4512137) (← links)
- Asymptotic behavior of tail and local probabilities for sums of subexponential random variables (Q4819439) (← links)
- Asymptotic Probabilities of an Exceedance Over Renewal Thresholds with an Application to Risk Theory (Q5312847) (← links)
- The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails (Q5430578) (← links)
- A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions (Q5441512) (← links)
- Tail Asymptotics of the Supremum of a Regenerative Process (Q5443736) (← links)
- Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process (Q5715901) (← links)