Pages that link to "Item:Q363857"
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The following pages link to Convolution equivalent Lévy processes and first passage times (Q363857):
Displaying 18 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)
- On the \(\gamma\)-reflected processes with fBm input (Q746980) (← links)
- Cramér asymptotics for finite time first passage probabilities of general Lévy processes (Q840787) (← links)
- First passage time of a Lévy degradation model with random effects (Q1739386) (← links)
- Path decomposition of a reflected Lévy process on first passage over high levels (Q2074980) (← links)
- General tax structures for a Lévy insurance risk process under the Cramér condition (Q2301481) (← 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)
- Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
- Bridging the first and last passage times for Lévy models (Q2685908) (← links)
- Approximation of passage times of \(\gamma\)-reflected processes with FBM input (Q2923431) (← links)
- Stability of the exit time for Lévy processes (Q3173002) (← links)
- Parisian ruin of self-similar Gaussian risk processes (Q3449926) (← links)
- Gaussian risk models with financial constraints (Q4576907) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
- Non-uniqueness of the first passage time density of Lévy random processes (Q4660394) (← links)
- Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)
