Image de couverture de livre

Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteur principal:	Ievlev, Pavel
Format:	Preprint
Publié:	2022
Sujets:	Probability 60G15, 60G70
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Extremes of vector-valued locally additive Gaussian fields with application to double crossing probabilities
par: Pavel, Ievlev, et autres
Publié: (2024)

Parisian Ruin for Insurer and Reinsurer under Quota-Share Treaty
par: Jasnovidov, Grigori, et autres
Publié: (2021)

Extremes of Brownian Decision Trees
par: Dȩbicki, Krzysztof, et autres
Publié: (2025)

On the extreme order statistics for stationary Gaussian sequences subject to random missing observations
par: Fang, Yuan, et autres
Publié: (2023)

Shift-generated $α$-homogeneous classes of jointly measurable random fields
par: Hashorva, Enkelejd
Publié: (2025)

Branching random walk in the presence of a hard wall
par: Roy, Rishideep
Publié: (2018)

On the Growth of the Extremal and Cluster Level Sets in Branching Brownian Motion
par: Hartung, Lisa, et autres
Publié: (2024)

Near-maxima of the two-dimensional Discrete Gaussian Free Field
par: Biskup, Marek, et autres
Publié: (2020)

Local repulsion between zeros and critical points of the Gaussian Entire Function
par: Haimi, Antti, et autres
Publié: (2025)

Slepian model based independent interval approximation for the level excursion distributions
par: Bengtsson, Henrik, et autres
Publié: (2024)

On extremes for Gaussian subordination
par: Bai, Shuyang, et autres
Publié: (2025)

Sojourns of Vector-Valued Stationary Gaussian Random Fields
par: Dębicki, Krzysztof, et autres
Publié: (2025)

Ruin Probability Approximation for Bidimensional Brownian Risk Model with Tax
par: Shashkov, Timofei
Publié: (2024)

Sojourns of locally self-similar Gaussian processes
par: Novikov, Svyatoslav M.
Publié: (2024)

Stochastic ordering in multivariate extremes
par: Corradini, Michela, et autres
Publié: (2022)

On asymptotic behavior of almost surely extreme values of independent random variables
par: Akbash, Kateryna, et autres
Publié: (2025)

The Slepian model based independent interval approximation of persistency and zero-level excursion distributions
par: Bengtsson, Henrik, et autres
Publié: (2024)

On the speed of convergence of discrete Pickands constants to continuous ones
par: Bisewski, Krzysztof, et autres
Publié: (2021)

A Limit in Law for the Cover Time and Last Visited Vertex of Wired Planar Domains
par: Louidor, Oren, et autres
Publié: (2026)

Probabilistic Analysis of Scalogram Ridges in Signal Processing
par: Liu, Gi-Ren, et autres
Publié: (2024)

Cover times of many random walkers on a discrete network
par: Kim, Hyunjoong, et autres
Publié: (2023)

On a conjecture of Talagrand on selector processes and a consequence on positive empirical processes
par: Park, Jinyoung, et autres
Publié: (2022)

Tightness for the Cover Time of Wired Planar Domains
par: Louidor, Oren, et autres
Publié: (2024)

Extremal behavior of stationary marked point processes
par: Basrak, Bojan, et autres
Publié: (2022)

The central limit theorem for slow-fast systems with Lévy noise
par: Yang, Xiaoyu, et autres
Publié: (2020)

Universality of the convergence rate for spectral radius of complex IID random matrices
par: Hu, Xinchen, et autres
Publié: (2025)

Relation between Wick powers and excursion clusters of the 2D GFF
par: Lupu, Titus
Publié: (2025)

Sharpened localization of the trailing point of the Pareto record frontier
par: Fill, James Allen, et autres
Publié: (2024)

Estimating the roughness exponent of stochastic volatility from discrete observations of the integrated variance
par: Han, Xiyue, et autres
Publié: (2023)

Extrapolation of max-stable random fields with Fréchet marginals
par: Makogin, Vitalii, et autres
Publié: (2026)

Diversification and Stochastic Dominance: When All Eggs Are Better Put in One Basket
par: Vincent, Léonard
Publié: (2025)

A limit law for the most favorite point of simple random walk on a regular tree
par: Biskup, Marek, et autres
Publié: (2021)

Integral Means Spectrum for the Random Riemann Zeta Function
par: Duplantier, Bertrand, et autres
Publié: (2026)

High local maxima of stationary smooth Gaussian fields
par: Beliaev, Dmitry, et autres
Publié: (2026)

Stopping problems with an unknown state
par: Ekström, Erik, et autres
Publié: (2022)

Extremal properties of the random walk local time
par: Biskup, Marek
Publié: (2025)

The intermediate level-sets of the four-dimensional membrane model
par: Li, Xinyi, et autres
Publié: (2022)

On small deviations of Gaussian multiplicative chaos with a strictly logarithmic covariance on Euclidean ball
par: Talarczyk, Anna, et autres
Publié: (2024)

Singular limit of BSDEs and optimal control of two scale systems with jumps in infinite dimensional spaces
par: Bandini, Elena, et autres
Publié: (2024)

The density of imaginary multiplicative chaos is positive
par: Aru, Juhan, et autres
Publié: (2024)