The first passage event for sums of dependent Lévy processes with applications to insurance risk
Author:
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://projecteuclid.org/download/pdfview_1/euclid.aoap/1259158766
Cited by 11 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Ruin and Deficit Under Claim Arrivals with the Order Statistics Property;Methodology and Computing in Applied Probability;2018-09-19
2. Risk in a Large Claims Insurance Market with Bipartite Graph Structure;Operations Research;2016-10
3. On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation;Stochastic Processes and their Applications;2016-04
4. Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér–Lundberg and convolution equivalent conditions;The Annals of Applied Probability;2016-02-01
5. Lévy Copulas: Review of Recent Results;The Fascination of Probability, Statistics and their Applications;2015-12-27
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