Pages that link to "Item:Q453239"
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The following pages link to Path decomposition of ruinous behavior for a general Lévy insurance risk process (Q453239):
Displayed 13 items.
- Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583) (← links)
- Sample paths of a Lévy process leading to first passage over high levels in finite time (Q265638) (← links)
- Convolution equivalent Lévy processes and first passage times (Q363857) (← links)
- On the \(\gamma\)-reflected processes with fBm input (Q746980) (← links)
- Maximum drawdown and drawdown duration of spectrally negative Lévy processes decomposed at extremes (Q2042048) (← links)
- Path decomposition of a reflected Lévy process on first passage over high levels (Q2074980) (← links)
- Buffer-overflows: joint limit laws of undershoots and overshoots of reflected processes (Q2347452) (← links)
- Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
- Approximation of Passage Times of γ-Reflected Processes with FBM Input (Q2923431) (← links)
- Parisian ruin of self-similar Gaussian risk processes (Q3449926) (← links)
- Gaussian risk models with financial constraints (Q4576907) (← links)
- On the Parisian ruin of the dual Lévy risk model (Q4684916) (← links)