Pages that link to "Item:Q1769411"
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The following pages link to Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411):
Displaying 50 items.
- The maximum of a Lévy process reflected at a general barrier (Q2389233) (← links)
- Multilevel Monte Carlo simulation for Lévy processes based on the Wiener-Hopf factorisation (Q2434751) (← links)
- Weighted empirical processes in the nonparametric inference for Lévy processes (Q2439206) (← links)
- Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes (Q2439244) (← links)
- Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases (Q2445350) (← links)
- Total variation approximations and conditional limit theorems for multivariate regularly varying random walks conditioned on ruin (Q2448699) (← links)
- On some transformations between positive self-similar Markov processes (Q2464854) (← links)
- Efficient simulation of finite horizon problems in queueing and insurance risk (Q2465683) (← links)
- Tail asymptotics for exponential functionals of Lévy processes (Q2490054) (← links)
- Ruin probability in the presence of risky investments (Q2490060) (← links)
- Overshoots and undershoots of Lévy processes (Q2494574) (← links)
- Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis (Q2513594) (← links)
- Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
- Cramér's estimate for stable processes with power drift (Q2631842) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
- The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) (← links)
- Appell pseudopolynomials and Erlang-type risk models (Q2811099) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process (Q3108469) (← links)
- Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068) (← links)
- Stability of the exit time for Lévy processes (Q3173002) (← links)
- The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments (Q3396379) (← links)
- General tax Structures and the Lévy Insurance Risk Model (Q3402064) (← links)
- On extreme ruinous behaviour of Lévy insurance risk processes (Q3410936) (← links)
- A Lévy Insurance Risk Process with Tax (Q3516409) (← links)
- Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes (Q3535650) (← links)
- Transient Asymptotics of Lévy-Driven Queues (Q3550992) (← links)
- Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation (Q3653505) (← links)
- Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
- Parisian ruin probability with a lower ultimate bankrupt barrier (Q4576971) (← links)
- A note on first passage probabilities of a L\'evy process reflected at a general barrier (Q4578306) (← links)
- Ruin probabilities in classical risk models with gamma claims (Q4583622) (← links)
- On the Parisian ruin of the dual Lévy risk model (Q4684916) (← links)
- The Uniform Asymptotics of the Overshoot of a Random Walk with Light-Tailed Increments (Q4921642) (← links)
- On The Expected Discounted Penalty function for Lévy Risk Processes (Q5018745) (← links)
- Geometrically Convergent Simulation of the Extrema of Lévy Processes (Q5085135) (← links)
- On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale (Q5120711) (← links)
- Second order corrections for the limits of normalized ruin times in the presence of heavy tails (Q5168875) (← links)
- ON A RISK PROCESS DRIVEN BY A SUBORDINATOR WITH LIQUID RESERVES, CREDIT AND DEBIT INTEREST (Q5207935) (← links)
- Asymptotics for the moments of the overshoot and undershoot of a random walk (Q5320661) (← links)
- Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes (Q5321767) (← links)
- Applications of factorization embeddings for Lévy processes (Q5395359) (← links)
- On Exceedance Times for Some Processes with Dependent Increments (Q5416546) (← links)
- Ruin estimation in multivariate models with Clayton dependence structure (Q5430561) (← links)
- Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741) (← links)
- Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)
- Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms (Q5459913) (← links)
- On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation (Q5965372) (← links)
- \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process (Q6126805) (← links)
