Pages that link to "Item:Q1275930"

The following pages link to Suprema and sojourn times of Lévy processes with exponential tails (Q1275930):

Displaying 13 items.

• Convolution equivalent Lévy processes and first passage times (Q363857) (← links)
• Sojourn measures of Student and Fisher-Snedecor random fields (Q396014) (← links)
• Path decomposition of ruinous behavior for a general Lévy insurance risk process (Q453239) (← 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 the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes (Q1001850) (← links)
• Remarks on suprema of Lévy processes with light tailes (Q1284585) (← links)
• Suprema of compound Poisson processes with light tails. (Q1879487) (← links)
• On a class of Lévy processes (Q2489844) (← links)
• Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
• Stability of the exit time for Lévy processes (Q3173002) (← links)
• A NOTE ON THE CLOSURE OF CONVOLUTION POWER MIXTURES (RANDOM SUMS) OF EXPONENTIAL DISTRIBUTIONS (Q3509968) (← links)
• Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation (Q3653505) (← links)