Dependence properties and comparison results for Lévy processes
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Cited in
(21)- scientific article; zbMATH DE number 7047643 (Why is no real title available?)
- Convex ordering criteria for Lévy processes
- Comparison of semimartingales and Lévy processes
- On a Comparison Result for Markov Processes
- Asymptotic multivariate dominance: a financial application
- Multivariate risk processes with interacting intensities
- On some dependence structures for multidimensional Lévy driven moving averages
- On association and other forms of positive dependence for Feller processes
- Comparison of two components of a bivariate subordinator and study of the upper envelope of a Lévy process
- Characterization of dependence of multidimensional Lévy processes using Lévy copulas
- The first passage event for sums of dependent Lévy processes with applications to insurance risk
- Pareto Lévy measures and multivariate regular variation
- A condition-based imperfect replacement policy for a periodically inspected system with two dependent wear indicators
- Supermodular ordering of Poisson arrays
- Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas
- Association and other forms of positive dependence for Feller evolution systems
- Dependence properties of dynamic credit risk models
- Optimal control and dependence modeling of insurance portfolios with Lévy dynamics
- Stochastic comparison and preservation of positive correlations for Lévy-type processes
- Lévy copulas: review of recent results
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