Pages that link to "Item:Q3535650"
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The following pages link to Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes (Q3535650):
Displaying 9 items.
- Path decomposition of ruinous behavior for a general Lévy insurance risk process (Q453239) (← links)
- A note on limiting distribution for jumps of Lévy insurance risk model (Q744595) (← links)
- Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases (Q2445350) (← links)
- Overshoots and undershoots of Lévy processes (Q2494574) (← links)
- The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) (← links)
- Stability of the exit time for Lévy processes (Q3173002) (← links)
- Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments (Q5029958) (← links)
- Asymptotics for the moments of the overshoot and undershoot of a random walk (Q5320661) (← links)
- Stability of overshoots of Markov additive processes (Q6139684) (← links)
