Pages that link to "Item:Q1001850"
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The following pages link to On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes (Q1001850):
Displayed 6 items.
- Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process (Q625005) (← links)
- Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) (← links)
- On suprema of Lévy processes with light tails (Q963037) (← links)
- The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance (Q3114569) (← links)
- REGULAR VARIATION AND SMILE ASYMPTOTICS (Q3608732) (← links)
- Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation (Q3653505) (← links)