Pages that link to "Item:Q1296735"

The following pages link to Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities (Q1296735):

Displayed 34 items.

• The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (Q882463) ‎ (← links)
• A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments (Q882865) ‎ (← links)
• On the time value of absolute ruin for a multi-layer compound Poisson model under interest force (Q947187) ‎ (← links)
• Patterns of buffer overflow in a class of queues with long memory in the input stream (Q1379720) ‎ (← links)
• Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. (Q1413376) ‎ (← links)
• Ruin under interest force and subexponential claims: a simple treatment. (Q1584593) ‎ (← links)
• A local limit theorem for random walk maxima with heavy tails (Q1613018) ‎ (← links)
• The maximum on a random time interval of a random walk with long-tailed increments and negative drift. (Q1872352) ‎ (← links)
• On Cramér-like asymptotics for risk processes with stochastic return on investments (Q1872363) ‎ (← links)
• On hitting the high level by a random walk with delay at the origin (Q1975813) ‎ (← links)
• On the distribution of surplus immediately after ruin under interest force and subexponential claims (Q2485537) ‎ (← links)
• The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails (Q2485842) ‎ (← links)
• Tail asymptotics for exponential functionals of Lévy processes (Q2490054) ‎ (← links)
• The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk (Q2572397) ‎ (← links)
• Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times (Q2572912) ‎ (← links)
• Large deviations and fast simulation in the presence of boundaries. (Q2574516) ‎ (← links)
• Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions. (Q2574564) ‎ (← links)
• On the inefficiency of state-independent importance sampling in the presence of heavy tails (Q2643805) ‎ (← links)
• On occupation times for a risk process with reserve-dependent premium (Q3147437) ‎ (← links)
• The finite-time ruin probability of the compound Poisson model with constant interest force (Q3367735) ‎ (← links)
• Local asymptotics of the cycle maximum of a heavy-tailed random walk (Q3435397) ‎ (← links)
• The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails (Q3526086) ‎ (← links)
• Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) ‎ (← links)
• ON AN EQUIVALENCE BETWEEN LOSS RATES AND CYCLE MAXIMA IN QUEUES AND DAMS (Q4679795) ‎ (← links)
• On moments and tail behaviors of storage processes (Q4819516) ‎ (← links)
• Asymptotic Probabilities of an Exceedance Over Renewal Thresholds with an Application to Risk Theory (Q5312847) ‎ (← links)
• Applications of factorization embeddings for Lévy processes (Q5395359) ‎ (← links)
• Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation (Q5430548) ‎ (← links)
• The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails (Q5430578) ‎ (← links)
• Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate (Q5454668) ‎ (← links)
• Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661) ‎ (← links)
• A Lévy Process Reflected at a Poisson Age Process (Q5489001) ‎ (← links)
• Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type (Q5694154) ‎ (← links)
• Power estimates for ruin probabilities (Q5697199) ‎ (← links)