Pages that link to "Item:Q2494574"
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The following pages link to Overshoots and undershoots of Lévy processes (Q2494574):
Displaying 50 items.
- Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583) (← links)
- Exit identities for Lévy processes observed at Poisson arrival times (Q282534) (← links)
- Passage time and fluctuation calculations for subexponential Lévy processes (Q282543) (← links)
- Convolution equivalent Lévy processes and first passage times (Q363857) (← links)
- Another look into decomposition results (Q364076) (← links)
- Asymptotic behaviour of first passage time distributions for Lévy processes (Q377508) (← links)
- Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
- Path decomposition of ruinous behavior for a general Lévy insurance risk process (Q453239) (← links)
- The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes (Q601942) (← links)
- Explicit identities for Lévy processes associated to symmetric stable processes (Q637089) (← links)
- First passage time law for some Lévy processes with compound Poisson: existence of a density (Q654399) (← links)
- Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
- A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
- On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
- Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190) (← links)
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- A note on limiting distribution for jumps of Lévy insurance risk model (Q744595) (← links)
- Connectivity properties of the adjacency graph of \(\text{SLE}_{\kappa}\) bubbles for \(\kappa\in(4,8)\) (Q784181) (← links)
- Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications (Q893122) (← links)
- Convolution equivalence and distributions of random sums (Q946482) (← links)
- Exact and asymptotic \(n\)-tuple laws at first and last passage (Q968775) (← links)
- Convexity and smoothness of scale functions and de Finetti's control problem (Q975331) (← links)
- On the expected discounted penalty function for a perturbed risk process driven by a subordinator (Q995506) (← links)
- Some explicit identities associated with positive self-similar Markov processes (Q1009677) (← links)
- Exit problems for the difference of a compound Poisson process and a compound renewal process (Q1025609) (← links)
- The first passage event for sums of dependent Lévy processes with applications to insurance risk (Q1049556) (← links)
- Deep factorisation of the stable process. II: Potentials and applications (Q1635974) (← links)
- On fair reinsurance premiums; capital injections in a perturbed risk model (Q1799626) (← links)
- Lévy systems and the time value of ruin for Markov additive processes (Q1936473) (← links)
- A lifetime of excursions through random walks and Lévy processes (Q2080138) (← links)
- Stable shredded spheres and causal random maps with large faces (Q2085547) (← links)
- Law of the first passage triple of a spectrally positive strictly stable process (Q2181613) (← links)
- Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid (Q2201489) (← links)
- Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
- Stopped diffusion processes: boundary corrections and overshoot (Q2267543) (← links)
- Ruin and deficit under claim arrivals with the order statistics property (Q2282730) (← links)
- Existence and regularity of law density of a pair (diffusion, first component running maximum) (Q2322681) (← links)
- Metric gluing of Brownian and \(\sqrt{8/3}\)-Liouville quantum gravity surfaces (Q2327947) (← links)
- Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
- Extended Gerber-Shiu functions in a risk model with interest (Q2347117) (← links)
- Buffer-overflows: joint limit laws of undershoots and overshoots of reflected processes (Q2347452) (← links)
- Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
- Proper two-sided exits of a Lévy process (Q2407777) (← links)
- Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity (Q2438753) (← links)
- Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
- Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases (Q2445350) (← links)
- Total variation approximations and conditional limit theorems for multivariate regularly varying random walks conditioned on ruin (Q2448699) (← links)
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
- The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
