Author:
Griffin Philip S.,Maller Ross A.,Roberts Dale
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference36 articles.
1. On the asymptotic behaviour of Lévy processes, Part I: subexponential and exponential processes;Albin;Stochastic Processes and their Applications,2009
2. Ruin Probabilities;Asmussen,2010
3. Large deviation results for subexponential tails, with applications to insurance risk;Asmussen;Stochastic Processes and their Applications,1996
4. Lévy Processes;Bertoin,1996
5. Cramér’s estimate for Lévy processes;Bertoin;Statistics and Probability Letters,1994
Cited by
7 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