Pages that link to "Item:Q1341368"

The following pages link to Cramér's estimate for Lévy processes (Q1341368):

Displaying 50 items.

• Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583) (← links)
• Sample paths of a Lévy process leading to first passage over high levels in finite time (Q265638) (← links)
• Passage time and fluctuation calculations for subexponential Lévy processes (Q282543) (← links)
• Bounds on exponential moments of hitting times for reflected processes on the positive orthant (Q426699) (← links)
• Path decomposition of ruinous behavior for a general Lévy insurance risk process (Q453239) (← links)
• A Lévy input model with additional state-dependent services (Q550165) (← links)
• Cramér's estimate for a reflected Lévy process (Q558683) (← links)
• Martingales and rates of presence in homogeneous fragmentations (Q617915) (← links)
• On optimality of the barrier strategy for a general Lévy risk process (Q636448) (← links)
• Cramér asymptotics for finite time first passage probabilities of general Lévy processes (Q840787) (← links)
• On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion (Q900549) (← links)
• On the expected discounted penalty function for a perturbed risk process driven by a subordinator (Q995506) (← links)
• Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294) (← links)
• Cramér's estimate for the reflected process revisited (Q1634182) (← links)
• On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes (Q1743344) (← links)
• Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
• Stability of the overshoot for Lévy processes (Q1872256) (← links)
• Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case (Q1930656) (← links)
• The exact asymptotics for hitting probability of a remote orthant by a multivariate Lévy process: the Cramér case (Q2001231) (← links)
• Path decomposition of a reflected Lévy process on first passage over high levels (Q2074980) (← links)
• A lifetime of excursions through random walks and Lévy processes (Q2080138) (← links)
• On capital allocation for a risk measure derived from ruin theory (Q2138618) (← links)
• General tax structures for a Lévy insurance risk process under the Cramér condition (Q2301481) (← links)
• Exact tail asymptotics of the supremum attained by a Lévy process (Q2339545) (← links)
• Buffer-overflows: joint limit laws of undershoots and overshoots of reflected processes (Q2347452) (← links)
• Loss rates in the single-server queue with complete rejection (Q2354014) (← links)
• On future drawdowns of Lévy processes (Q2360246) (← links)
• Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results (Q2378637) (← links)
• Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases (Q2445350) (← links)
• Asymptotics of the area under the graph of a Lévy-driven workload process (Q2450768) (← links)
• On some transformations between positive self-similar Markov processes (Q2464854) (← links)
• Recurrent extensions of self-similar Markov processes and Cramér's condition. II (Q2469665) (← links)
• Filtering of a reflected Brownian motion with respect to its local time (Q2490046) (← links)
• First exit times of SDEs driven by stable Lévy processes (Q2490048) (← links)
• Tail asymptotics for exponential functionals of Lévy processes (Q2490054) (← links)
• Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
• Increase of Lévy processes (Q2563943) (← links)
• Recurrent extensions of self-similar Markov processes and Cramér's condition (Q2565930) (← links)
• Cramér's estimate for stable processes with power drift (Q2631842) (← links)
• Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
• Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process (Q3108469) (← links)
• Stability of the exit time for Lévy processes (Q3173002) (← links)
• Transient Asymptotics of Lévy-Driven Queues (Q3550992) (← links)
• Parisian ruin probability with a lower ultimate bankrupt barrier (Q4576971) (← links)
• Asymptotics of Hybrid Fluid Queues with Lévy Input (Q4918566) (← links)
• On The Expected Discounted Penalty function for Lévy Risk Processes (Q5018745) (← links)
• Ruin probabilities for risk process in a regime-switching environment (Q5042780) (← links)
• Spectral expansions of non-self-adjoint generalized Laguerre semigroups (Q5063334) (← links)
• A ruin model with a resampled environment (Q5117676) (← links)
• Applications of factorization embeddings for Lévy processes (Q5395359) (← links)