Pages that link to "Item:Q1743344"

The following pages link to On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes (Q1743344):

Displaying 7 items.

• Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities (Q1296735) (← links)
• Second order asymptotics for infinite-time ruin probability in a compound renewal risk model (Q2152265) (← links)
• Boundary crossing problems for compound renewal processes (Q2191337) (← links)
• Two-dimensional ruin probability for subexponential claim size (Q4578300) (← links)
• Subexponential potential asymptotics with applications (Q5055328) (← links)
• Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns (Q6540872) (← links)
• Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes (Q6615470) (← links)