Pages that link to "Item:Q2445350"

The following pages link to Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases (Q2445350):

Displaying 7 items.

• Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583) (← links)
• Convolution equivalent Lévy processes and first passage times (Q363857) (← links)
• Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030) (← links)
• Buffer-overflows: joint limit laws of undershoots and overshoots of reflected processes (Q2347452) (← links)
• Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
• Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
• Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)