Pages that link to "Item:Q1374626"

The following pages link to Large deviations results for subexponential tails, with applications to insurance risk (Q1374626):

Displaying 43 items.

• Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583) (← links)
• Passage time and fluctuation calculations for subexponential Lévy processes (Q282543) (← links)
• Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments (Q386279) (← links)
• Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
• Path decomposition of ruinous behavior for a general Lévy insurance risk process (Q453239) (← links)
• Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
• Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations (Q650749) (← links)
• Sample path large and moderate deviations for risk model with delayed claims (Q659097) (← links)
• On the Gerber-Shiu function and change of measure (Q659175) (← links)
• Conditional law of risk processes given that ruin occurs (Q659222) (← links)
• The overshoot of a random walk with negative drift (Q871033) (← links)
• Limiting behaviour of constrained sums of two variables and the principle of a single big jump (Q900941) (← links)
• Efficient rare-event simulation for the maximum of heavy-tailed random walks (Q939072) (← links)
• On large deviations of multivariate heavy-tailed random walks (Q1014062) (← links)
• Conditional limit theorems for regulated fractional Brownian motion (Q1049559) (← links)
• Simple approximations of ruin probabilities (Q1584513) (← links)
• The probability of ruin in finite time (Q1589832) (← links)
• Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift (Q1713469) (← links)
• On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes (Q1743344) (← links)
• Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
• Moments and tails in monotone-separable stochastic networks. (Q1879883) (← links)
• Hitting probabilities in a Markov additive process with linear movements and upward jumps: applications to risk and queueing processes. (Q1879901) (← links)
• Cramér-Lundberg approximation for nonlinearly perturbed risk processes (Q1974044) (← links)
• Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims (Q2015621) (← links)
• Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions (Q2216948) (← links)
• Total variation approximations and conditional limit theorems for multivariate regularly varying random walks conditioned on ruin (Q2448699) (← links)
• Efficient simulation of finite horizon problems in queueing and insurance risk (Q2465683) (← links)
• Overshoots and undershoots of Lévy processes (Q2494574) (← links)
• On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields (Q2511562) (← links)
• Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
• Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times (Q2572912) (← links)
• Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866) (← links)
• Stability of the exit time for Lévy processes (Q3173002) (← links)
• A Note on Gerber–Shiu Functions with an Application (Q3193125) (← links)
• Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes (Q3299447) (← links)
• On extreme ruinous behaviour of Lévy insurance risk processes (Q3410936) (← links)
• Ruin probabilities and aggregrate claims distributions for shot noise Cox processes (Q3440847) (← links)
• A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails (Q4684917) (← links)
• On Exceedance Times for Some Processes with Dependent Increments (Q5416546) (← links)
• The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model (Q5440643) (← links)
• A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions (Q5441512) (← links)
• Power estimates for ruin probabilities (Q5697199) (← links)
• Refined behaviour of a conditioned random walk in the large deviations regime (Q6178565) (← links)