Pages that link to "Item:Q2517250"
From MaRDI portal
The following pages link to The distribution of the supremum for spectrally asymmetric Lévy processes (Q2517250):
Displaying 12 items.
- A distributional equality for suprema of spectrally positive Lévy processes (Q325896) (← links)
- Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process (Q625005) (← links)
- Explicit formula for the supremum distribution of a spectrally negative stable process (Q742970) (← links)
- Queueing approximation of suprema of spectrally positive Lévy process (Q967283) (← links)
- Zooming in on a Lévy process at its supremum (Q1650094) (← links)
- Maximum loss and maximum gain of spectrally negative Lévy processes (Q1675705) (← links)
- Completely asymmetric Lévy processes confined in a finite interval (Q1978135) (← links)
- Short proofs in extrema of spectrally one sided Lévy processes (Q1990022) (← links)
- Law of the first passage triple of a spectrally positive strictly stable process (Q2181613) (← links)
- Exact tail asymptotics of the supremum attained by a Lévy process (Q2339545) (← links)
- Ruin probabilities for two collaborating insurance companies (Q4999842) (← links)
- Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes (Q5205954) (← links)
