Pages that link to "Item:Q5475393"

The following pages link to On regular variation for infinitely divisible random vectors and additive processes (Q5475393):

Displaying 17 items.

• Multivariate subexponential distributions and their applications (Q291400) (← links)
• Spectral representation of multivariate regularly varying Lévy and CARMA processes (Q354751) (← links)
• Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628) (← links)
• Extremal behavior of stochastic integrals driven by regularly varying Lévy processes (Q879257) (← links)
• Asymptotic results for heavy-tailed Lévy processes and their exponential functionals (Q1983635) (← links)
• A \(2\times 2\) random switching model and its dual risk model (Q2070670) (← links)
• Tail measures and regular variation (Q2144349) (← links)
• Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
• Inversions of Lévy measures and the relation between long and short time behavior of Lévy processes (Q2346976) (← links)
• Total variation approximations and conditional limit theorems for multivariate regularly varying random walks conditioned on ruin (Q2448699) (← links)
• Convergence of the normalized maximum of regularly varying random functions in the space \(\mathbb D\) (Q2476539) (← links)
• Pareto Lévy Measures and Multivariate Regular Variation (Q2879909) (← links)
• Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models (Q3111058) (← links)
• FIRST EXIT TIMES OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTIPLICATIVE LÉVY NOISE WITH HEAVY TAILS (Q3174004) (← links)
• Risk in a Large Claims Insurance Market with Bipartite Graph Structure (Q3178764) (← links)
• Efficient importance sampling in ruin problems for multidimensional regularly varying random walks (Q3578666) (← links)
• On a new Class of Tempered Stable Distributions: Moments and Regular Variation (Q4903040) (← links)