Pages that link to "Item:Q968848"

The following pages link to Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation (Q968848):

Displaying 5 items.

• Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations (Q383194) (← links)
• A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion (Q436299) (← links)
• Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
• Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132) (← links)
• Properties of a risk measure derived from the expected area in red (Q743159) (← links)