Pages that link to "Item:Q2572397"

The following pages link to The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk (Q2572397):

Displaying 18 items.

• Some properties of the exponential distribution class with applications to risk theory (Q457627) (← links)
• Asymptotics of randomly stopped sums in the presence of heavy tails (Q627282) (← links)
• Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
• Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) (← links)
• Customer sojourn time in \(GI/GI/1\) feedback queue in the presence of heavy tails (Q1756561) (← links)
• Maximum on a random time interval of a random walk with infinite mean (Q2052793) (← links)
• The probability of reaching a receding boundary by a branching random walk with fading branching and heavy-tailed jump distribution (Q2135144) (← links)
• First exit time for a discrete-time parallel queue (Q2146407) (← links)
• On the distribution tail of the sum of the maxima of two randomly stopped sums in the presence of heavy tails (Q2279488) (← links)
• Efficient simulation of finite horizon problems in queueing and insurance risk (Q2465683) (← links)
• Tail asymptotics for exponential functionals of Lévy processes (Q2490054) (← links)
• Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times (Q2572912) (← links)
• THE SUBEXPONENTIAL PRODUCT CONVOLUTION OF TWO WEIBULL-TYPE DISTRIBUTIONS (Q3008156) (← links)
• Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068) (← links)
• Local asymptotics of the cycle maximum of a heavy-tailed random walk (Q3435397) (← links)
• Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums (Q3506295) (← links)
• Two-dimensional ruin probability for subexponential claim size (Q4578300) (← links)
• Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments (Q4964791) (← links)