Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
Alternative approach to the optimality of the threshold strategy for spectrally negative Levy processes
Asymptotic results for tail probabilities of sums of dependent heavy-tailed random variables
Convexity of ruin probability and optimal dividend strategies for a general Levy process
On optimality of the barrier strategy for a general Levy risk process
Some exact joint laws associated with spectrally negative Levy processes and applications to insurance risk theory
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