Pages that link to "Item:Q2234758"
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The following pages link to On the analysis of deep drawdowns for the Lévy insurance risk model (Q2234758):
Displaying 7 items.
- On magnitude, asymptotics and duration of drawdowns for Lévy models (Q502880) (← links)
- A note on limiting distribution for jumps of Lévy insurance risk model (Q744595) (← links)
- On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
- Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
- The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983) (← links)
- Bridging the first and last passage times for Lévy models (Q2685908) (← links)
- Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)