Pages that link to "Item:Q674519"

The following pages link to Hitting probabilities and large deviations (Q674519):

Displaying 22 items.

• Hitting probabilities and large deviations (Q674519) (← links)
• Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132) (← links)
• Cramér asymptotics for finite time first passage probabilities of general Lévy processes (Q840787) (← links)
• An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes (Q981000) (← links)
• First passage times of general sequences of random vectors: A large deviations approach (Q1807272) (← links)
• Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors (Q1872411) (← links)
• Light tail asymptotics in multidimensional reflecting processes for queueing networks (Q1939045) (← links)
• The exact asymptotics for hitting probability of a remote orthant by a multivariate Lévy process: the Cramér case (Q2001231) (← links)
• On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646) (← links)
• Asymptotics of the hitting probability for a small sphere and a two dimensional Brownian motion with discontinuous anisotropic drift (Q2040040) (← links)
• First exit time for a discrete-time parallel queue (Q2146407) (← links)
• Extremes of vector-valued Gaussian processes (Q2196388) (← links)
• Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
• On the gain of collaboration in a two dimensional ruin problem (Q2304005) (← links)
• Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results (Q2378637) (← links)
• Recursive methods for a multi-dimensional risk process with common shocks (Q2427815) (← links)
• Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims (Q2516394) (← links)
• A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
• Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model (Q2830192) (← links)
• Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425) (← links)
• De Vylder type approximation of the ruin probability for the insurer-reinsurer model (Q5135656) (← links)
• Logarithmic Asymptotics for Multidimensional Extremes Under Nonlinear Scalings (Q5252237) (← links)