Pages that link to "Item:Q2445350"
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The following pages link to Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases (Q2445350):
Displaying 12 items.
- Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583) (← links)
- Convolution equivalent Lévy processes and first passage times (Q363857) (← links)
- A note on limiting distribution for jumps of Lévy insurance risk model (Q744595) (← links)
- Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030) (← links)
- Buffer-overflows: joint limit laws of undershoots and overshoots of reflected processes (Q2347452) (← links)
- Overshoots and undershoots of Lévy processes (Q2494574) (← 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)
- The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) (← links)
- On extreme ruinous behaviour of Lévy insurance risk processes (Q3410936) (← links)
- Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes (Q3535650) (← links)
- Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)
