Pages that link to "Item:Q1096240"

The following pages link to On the supremum of an infinitely divisible process (Q1096240):

Displaying 41 items.

• Sample paths of a Lévy process leading to first passage over high levels in finite time (Q265638) (← links)
• Max-stable processes and stationary systems of Lévy particles (Q491189) (← links)
• Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime (Q543555) (← links)
• Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process (Q625005) (← links)
• Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
• Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) (← links)
• Extremal behavior of stochastic integrals driven by regularly varying Lévy processes (Q879257) (← links)
• On suprema of Lévy processes with light tails (Q963037) (← links)
• On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes (Q1001850) (← links)
• Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws (Q1009486) (← links)
• On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space (Q1198551) (← links)
• Extremes of totally skewed stable motion (Q1209697) (← links)
• Suprema and sojourn times of Lévy processes with exponential tails (Q1275930) (← links)
• Remarks on suprema of Lévy processes with light tailes (Q1284585) (← links)
• Stable Lévy motion approximation in collective risk theory (Q1382123) (← links)
• Extremes of totally skewed \(\alpha \)-stable processes (Q1593595) (← links)
• Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
• On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes (Q1743344) (← links)
• On sampling of stationary increment processes (Q1769422) (← links)
• Suprema of compound Poisson processes with light tails. (Q1879487) (← links)
• Functionals of infinitely divisible stochastic processes with exponential tails (Q1890697) (← links)
• Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims (Q2168589) (← links)
• Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns (Q2359999) (← links)
• Lévy-driven GPS queues with heavy-tailed input (Q2397973) (← links)
• Tail asymptotics for exponential functionals of Lévy processes (Q2490054) (← links)
• Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims (Q2796933) (← links)
• The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) (← links)
• The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance (Q3114569) (← links)
• Exponential moments of first passage times and related quantities for Lévy processes (Q3463404) (← links)
• Scan statistics of Lévy noises and marked empirical processes (Q3625645) (← links)
• Maxima of Sums of Heavy-Tailed Random Variables (Q4661648) (← links)
• Convolution equivalence and infinite divisibility (Q4819467) (← links)
• Asymptotics of Hybrid Fluid Queues with Lévy Input (Q4918566) (← links)
• Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails (Q4981822) (← links)
• On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP (Q5014310) (← links)
• Tail asymptotic of discounted aggregate claims with compound dependence under risky investment (Q5078281) (← links)
• Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844) (← links)
• Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims (Q5414542) (← links)
• Convolution Equivalence and Infinite Divisibility: Corrections and Corollaries (Q5443732) (← links)
• On regular variation for infinitely divisible random vectors and additive processes (Q5475393) (← links)
• (Q5870404) (← links)