Pages that link to "Item:Q2490054"

The following pages link to Tail asymptotics for exponential functionals of Lévy processes (Q2490054):

Displaying 50 items.

• Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) (← links)
• Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization (Q357426) (← links)
• Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations (Q383194) (← links)
• Law of the absorption time of some positive self-similar Markov processes (Q414288) (← links)
• An optimal stopping problem for fragmentation processes (Q424467) (← links)
• On exponential functionals of Lévy processes (Q495707) (← links)
• Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime (Q543555) (← links)
• A Lévy input model with additional state-dependent services (Q550165) (← links)
• Subexponential loss rate asymptotics for Lévy processes (Q627456) (← links)
• Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
• Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
• On the distribution of exponential functionals for Lévy processes with jumps of rational transform (Q665445) (← links)
• Branching processes in a Lévy random environment (Q683651) (← links)
• On a two-dimensional risk model with time-dependent claim sizes and risky investments (Q724520) (← links)
• Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes (Q731728) (← links)
• Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) (← links)
• Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns (Q824890) (← links)
• An extension of the square root law of TCP (Q839875) (← links)
• Statistical inference for generalized Ornstein-Uhlenbeck processes (Q887250) (← links)
• Iterated random functions and slowly varying tails (Q901296) (← links)
• On the long time behavior of the TCP window size process (Q983175) (← links)
• Bernstein-gamma functions and exponential functionals of Lévy processes (Q1663907) (← links)
• Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift (Q1713469) (← links)
• Exponential functionals of Lévy processes and variable annuity guaranteed benefits (Q1713470) (← links)
• Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case (Q1930656) (← links)
• Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions (Q1932223) (← links)
• Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes (Q1937998) (← links)
• A transformation for spectrally negative Lévy processes and applications (Q2080148) (← links)
• The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (Q2174800) (← links)
• Exact long time behavior of some regime switching stochastic processes (Q2203615) (← links)
• Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive (Q2320378) (← links)
• Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (Q2346633) (← links)
• Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
• Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
• Discrete and continuous time modulated random walks with heavy-tailed increments (Q2385614) (← links)
• Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes (Q2419978) (← links)
• On the density of exponential functionals of Lévy processes (Q2435229) (← links)
• Rates of convergence of a transient diffusion in a spectrally negative Lévy potential (Q2468428) (← links)
• Recurrent extensions of self-similar Markov processes and Cramér's condition. II (Q2469665) (← links)
• Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims (Q2513458) (← links)
• Uniform tail asymptotics for the aggregate claims with stochastic discount in the renewal risk models (Q2516918) (← links)
• Infinite-time ruin probability of a renewal risk model with exponential Lévy process investment and dependent claims and inter-arrival times (Q2628198) (← links)
• Large Deviations for Clocks of Self-similar Processes (Q2798590) (← links)
• Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
• Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models (Q2923428) (← links)
• Hitting Times and the Running Maximum of Markovian Growth-Collapse Processes (Q3014974) (← links)
• On perpetuities with gamma-like tails (Q4684945) (← links)
• Asymptotics of Hybrid Fluid Queues with Lévy Input (Q4918566) (← links)
• Double hypergeometric Lévy processes and self-similarity (Q4964793) (← links)
• On th exact asymptotics of exit time from a cone of an isotropic alpha-self-similar Markov process with a skew-product structure (Q5013231) (← links)