Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
Asymptotic Distributions of the Overshoot and Undershoots for the Lévy Insurance Risk Process in the Cramér and Convolution Equivalent Cases
Path Decomposition of Ruinous Behaviour for a General Lévy Insurance Risk Process
Pruitt's Estimates in Banach Space
Small and Large Time Stability of the Time taken for a Lévy Process to Cross Curved Boundaries
Stability of the Exit Time for Lévy Processes
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