Pages that link to "Item:Q1769411"

The following pages link to Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411):

Displaying 50 items.

• Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583) (← links)
• Sample paths of a Lévy process leading to first passage over high levels in finite time (Q265638) (← links)
• A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes (Q274168) (← links)
• Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes (Q279859) (← links)
• Passage time and fluctuation calculations for subexponential Lévy processes (Q282543) (← links)
• Convolution equivalent Lévy processes and first passage times (Q363857) (← links)
• Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
• Path decomposition of ruinous behavior for a general Lévy insurance risk process (Q453239) (← links)
• Occupation times of refracted Lévy processes (Q482802) (← links)
• A Lévy input model with additional state-dependent services (Q550165) (← links)
• The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes (Q601942) (← links)
• A Wiener-Hopf Monte Carlo simulation technique for Lévy processes (Q657695) (← links)
• Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
• On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
• Fluctuation identities with continuous monitoring and their application to the pricing of barrier options (Q724078) (← links)
• On suprema of Lévy processes and application in risk theory (Q731712) (← links)
• Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
• A note on limiting distribution for jumps of Lévy insurance risk model (Q744595) (← links)
• The overshoot of a random walk with negative drift (Q871033) (← links)
• Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications (Q893122) (← links)
• Convolution equivalence and distributions of random sums (Q946482) (← links)
• A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion (Q947207) (← links)
• Exact and asymptotic \(n\)-tuple laws at first and last passage (Q968775) (← links)
• Refracted Lévy processes (Q974766) (← links)
• Pricing of catastrophe insurance options written on a loss index with reestimation (Q974805) (← links)
• Convexity and smoothness of scale functions and de Finetti's control problem (Q975331) (← links)
• Jump diffusion processes and their applications in insurance and finance (Q997083) (← links)
• The first passage event for sums of dependent Lévy processes with applications to insurance risk (Q1049556) (← links)
• Cramér's estimate for the reflected process revisited (Q1634182) (← links)
• On the refracted-reflected spectrally negative Lévy processes (Q1683820) (← links)
• Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030) (← links)
• Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift (Q1713469) (← links)
• The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
• On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes (Q1743344) (← links)
• Ruin probabilities and decompositions for general perturbed risk processes. (Q1879913) (← links)
• Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case (Q1930656) (← links)
• Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
• Path decomposition of a reflected Lévy process on first passage over high levels (Q2074980) (← links)
• Escape probabilities from an interval for compound Poisson processes with drift (Q2087071) (← links)
• On the analysis of deep drawdowns for the Lévy insurance risk model (Q2234758) (← links)
• Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
• Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
• On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
• Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
• Ruin and deficit under claim arrivals with the order statistics property (Q2282730) (← links)
• Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962) (← links)
• A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes (Q2344885) (← links)
• Buffer-overflows: joint limit laws of undershoots and overshoots of reflected processes (Q2347452) (← links)
• On future drawdowns of Lévy processes (Q2360246) (← links)
• Discrete and continuous time modulated random walks with heavy-tailed increments (Q2385614) (← links)