Pages that link to "Item:Q4705785"

The following pages link to Tail probabilities for non-standard risk and queueing processes with subexponential jumps (Q4705785):

Displaying 50 items.

• Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations (Q383194) (← links)
• Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
• Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
• Conditional law of risk processes given that ruin occurs (Q659222) (← links)
• A ruin model with dependence between claim sizes and claim intervals (Q704406) (← links)
• Tail asymptotics of fluid queues in a distributed server system fed by a heavy-tailed ON-OFF flow (Q747035) (← links)
• Asymptotic behavior of generalized processor sharing queues under subexponential assumptions (Q833103) (← links)
• Heavy-tailed limits for medium size jobs and comparison scheduling (Q839865) (← links)
• Ruin probabilities for Bayesian exchangeable claims processes (Q899543) (← links)
• On a risk model with dependence between claim sizes and claim intervals (Q947167) (← links)
• Small-time ruin for a financial process modulated by a Harris recurrent Markov chain (Q1003334) (← links)
• Ruin probabilities in perturbed risk models (Q1265920) (← links)
• Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities (Q1296735) (← links)
• Asymptotic ruin probabilities for risk processes with dependent increments. (Q1413275) (← links)
• Sampling at subexponential times, with queueing applications (Q1593601) (← links)
• On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes (Q1743344) (← links)
• Subexponential asymptotics of hybrid fluid and ruin models (Q1774229) (← links)
• Ruin probability with claims modeled by a stationary ergodic stable process. (Q1872170) (← links)
• Ruin problem and how fast stochastic processes mix (Q1872353) (← links)
• The supremum of a negative drift random walk with dependent heavy-tailed steps. (Q1872494) (← links)
• Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows. (Q1879897) (← links)
• Tail asymptotics for M/G/1 type queueing processes with subexponential increments (Q1975030) (← links)
• Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims (Q2015621) (← links)
• Queueing and risk models with dependencies (Q2095028) (← links)
• Comparing backwards and forwards random walk maxima (Q2146411) (← links)
• Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481) (← links)
• Discrete and continuous time modulated random walks with heavy-tailed increments (Q2385614) (← links)
• Precise large deviations of aggregate claims in a size-dependent renewal risk model (Q2445359) (← links)
• The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails (Q2485842) (← links)
• Tails for (max, plus) recursions under subexponentiality (Q2505101) (← links)
• Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift (Q2854351) (← links)
• Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498) (← links)
• Ruin probabilities and aggregrate claims distributions for shot noise Cox processes (Q3440847) (← links)
• A MARKOV RENEWAL APPROACH TO THE ASYMPTOTIC DECAY OF THE TAIL PROBABILITIES IN RISK AND QUEUING PROCESSES (Q4548059) (← links)
• Subexponential Asymptotics for Steady State Tail Probabilities in a Single-Server Queue with Regenerative Input Flow (Q4580417) (← links)
• On the subexponential properties in stationary single-server queues: a Palm-martingale approach (Q4662243) (← links)
• Asymptotics of Hybrid Fluid Queues with Lévy Input (Q4918566) (← links)
• Ruin Problems with Worsening Risks or with Infinite Mean Claims (Q4981888) (← links)
• Impact of Underwriting Cycles on the Solvency of an Insurance Company (Q5029078) (← links)
• Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes (Q5108224) (← links)
• Rare events in stochastic processes with sub-exponential distributions and the big jump principle (Q5135099) (← links)
• Importance sampling of heavy-tailed iterated random functions (Q5215026) (← links)
• Asymptotics for the time of ruin in the war of attrition (Q5233173) (← links)
• On the Maximum Exceedance of a Sequence of Random Variables Over a Renewal Threshold (Q5321769) (← links)
• On Exceedance Times for Some Processes with Dependent Increments (Q5416546) (← links)
• A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions (Q5441512) (← links)
• Tail Asymptotics of the Supremum of a Regenerative Process (Q5443736) (← 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)
• Estimates for the finite-time ruin probability of a time-dependent risk model with a Brownian perturbation (Q6534849) (← links)