Pages that link to "Item:Q1296735"
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The following pages link to Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities (Q1296735):
Displaying 37 items.
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- Uniform asymptotics for discounted aggregate claims in dependent risk models (Q2923428) (← links)
- Infinite-time absolute ruin in dependent renewal risk models with constant force of interest (Q2976123) (← links)
- THE SUBEXPONENTIAL PRODUCT CONVOLUTION OF TWO WEIBULL-TYPE DISTRIBUTIONS (Q3008156) (← links)
- Information ranking and power laws on trees (Q3074494) (← links)
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498) (← links)
- Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068) (← links)
- On occupation times for a risk process with reserve-dependent premium (Q3147437) (← links)
- The finite-time ruin probability of the compound Poisson model with constant interest force (Q3367735) (← links)
- Local asymptotics of the cycle maximum of a heavy-tailed random walk (Q3435397) (← links)
- The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails (Q3526086) (← links)
- Transient Asymptotics of Lévy-Driven Queues (Q3550992) (← links)
- The probabilities of absolute ruin in the renewal risk model with constant force of interest (Q3578667) (← links)
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
- ON AN EQUIVALENCE BETWEEN LOSS RATES AND CYCLE MAXIMA IN QUEUES AND DAMS (Q4679795) (← links)
- On moments and tail behaviors of storage processes (Q4819516) (← links)
- Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (Q4903034) (← links)
- Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion (Q5014499) (← links)
- Rare events in stochastic processes with sub-exponential distributions and the big jump principle (Q5135099) (← links)
- State-independent Importance Sampling for Random Walks with Regularly Varying Increments (Q5247112) (← links)
- Asymptotic Probabilities of an Exceedance Over Renewal Thresholds with an Application to Risk Theory (Q5312847) (← links)
- Applications of factorization embeddings for Lévy processes (Q5395359) (← links)
- Upper Bounds for the Maximum of a Random Walk with Negative Drift (Q5407034) (← links)
- On Exceedance Times for Some Processes with Dependent Increments (Q5416546) (← links)
- Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation (Q5430548) (← links)
- The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails (Q5430578) (← links)
- Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate (Q5454668) (← links)
- Ruin probabilities and investment under interest force in the presence of regularly varying tails (Q5467661) (← links)
- A Lévy Process Reflected at a Poisson Age Process (Q5489001) (← links)
- Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type (Q5694154) (← links)
- Power estimates for ruin probabilities (Q5697199) (← links)
- Stochastic Duality of Markov Processes: A Study Via Generators (Q5746991) (← links)
- On the ruin probabilities for a general perturbed renewal risk process (Q6116895) (← links)
- Fork-join and redundancy systems with heavy-tailed job sizes (Q6163557) (← links)
- Estimates for the finite-time ruin probability of a time-dependent risk model with a Brownian perturbation (Q6534849) (← links)
- Absolute ruin in the compound Poisson model with credit and debit interests and liquid reserves (Q6570563) (← links)
- Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes (Q6615470) (← links)
