The following pages link to (Q5167113):
Displaying 9 items.
- Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes (Q279859) (← links)
- Lundberg-type bounds and asymptotics for the moments of the time to ruin (Q2270189) (← links)
- Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962) (← links)
- Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims (Q2796933) (← links)
- The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758) (← links)
- Uniform asymptotics of ruin probabilities for Lévy processes (Q2869219) (← links)
- On the ruin probability of the generalised Ornstein–Uhlenbeck process in the cramér case (Q3094470) (← links)
- (Q4676781) (← links)
- Ruin probabilities of small noise jump‐diffusions with heavy tails (Q5901445) (← links)