The following pages link to VOTRE LÉVY RAMPE-T-IL? (Q3151097):
Displaying 33 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)
- Convolution equivalent Lévy processes and first passage times (Q363857) (← links)
- The convex minorant of a Lévy process (Q439880) (← links)
- A Lévy input model with additional state-dependent services (Q550165) (← links)
- Explicit identities for Lévy processes associated to symmetric stable processes (Q637089) (← links)
- On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
- On suprema of Lévy processes and application in risk theory (Q731712) (← links)
- A note on limiting distribution for jumps of Lévy insurance risk model (Q744595) (← links)
- SLE and \(\alpha \)-SLE driven by Lévy processes (Q941295) (← links)
- Exact and asymptotic \(n\)-tuple laws at first and last passage (Q968775) (← links)
- Invariance principles for local times at the maximum of random walks and Lévy processes (Q989179) (← links)
- Right inverses of Lévy processes (Q989180) (← links)
- The first passage event for sums of dependent Lévy processes with applications to insurance risk (Q1049556) (← links)
- Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
- Right inverses of nonsymmetric Lévy processes. (Q1872263) (← links)
- Some new classes and techniques in the theory of Bernstein functions (Q2080147) (← links)
- Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid (Q2201489) (← links)
- Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
- Buffer-overflows: joint limit laws of undershoots and overshoots of reflected processes (Q2347452) (← links)
- A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes (Q2347464) (← links)
- On future drawdowns of Lévy processes (Q2360246) (← links)
- Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases (Q2445350) (← links)
- Lipschitz minorants of Brownian motion and Lévy processes (Q2447300) (← links)
- Overshoots and undershoots of Lévy processes (Q2494574) (← links)
- Abrupt Lévy processes. (Q2574537) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- Dini derivatives and regularity for exchangeable increment processes (Q3300661) (← links)
- On extreme ruinous behaviour of Lévy insurance risk processes (Q3410936) (← links)
- Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms (Q5459913) (← links)
- Stability of overshoots of Markov additive processes (Q6139684) (← links)
- Creeping of Lévy processes through curves (Q6164920) (← links)
- Implicit renewal theory for exponential functionals of Lévy processes (Q6171652) (← links)
