32 results
Subexponential potential asymptotics with applications
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 54 / Issue 3 / September 2022
- Published online by Cambridge University Press:
- 13 June 2022, pp. 783-807
- Print publication:
- September 2022
-
- Article
- Export citation
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 58 / Issue 1 / March 2021
- Published online by Cambridge University Press:
- 25 February 2021, pp. 217-237
- Print publication:
- March 2021
-
- Article
- Export citation
Gumbel and Fréchet convergence of the maxima of independent random walks
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 52 / Issue 1 / March 2020
- Published online by Cambridge University Press:
- 29 April 2020, pp. 213-236
- Print publication:
- March 2020
-
- Article
- Export citation
Local asymptotics for the area under the random walk excursion
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 50 / Issue 2 / June 2018
- Published online by Cambridge University Press:
- 26 July 2018, pp. 600-620
- Print publication:
- June 2018
-
- Article
- Export citation
A necessary and sufficient condition for the subexponentiality of the product convolution
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 50 / Issue 1 / March 2018
- Published online by Cambridge University Press:
- 20 March 2018, pp. 57-73
- Print publication:
- March 2018
-
- Article
- Export citation
Aggregation of log-linear risks
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 51 / Issue A / December 2014
- Published online by Cambridge University Press:
- 30 March 2016, pp. 203-212
- Print publication:
- December 2014
-
- Article
-
- You have access
- Export citation
On Exceedance Times for Some Processes with Dependent Increments
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 51 / Issue 1 / March 2014
- Published online by Cambridge University Press:
- 30 January 2018, pp. 136-151
- Print publication:
- March 2014
-
- Article
-
- You have access
- Export citation
Asymptotics for the First Passage Times of Lévy Processes and Random Walks
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 50 / Issue 1 / March 2013
- Published online by Cambridge University Press:
- 30 January 2018, pp. 64-84
- Print publication:
- March 2013
-
- Article
-
- You have access
- Export citation
The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 48 / Issue 4 / December 2011
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1035-1048
- Print publication:
- December 2011
-
- Article
-
- You have access
- Export citation
Checkpointing for the RESTART problem in Markov networks
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 48 / Issue A / August 2011
- Published online by Cambridge University Press:
- 14 July 2016, pp. 195-207
- Print publication:
- August 2011
-
- Article
-
- You have access
- Export citation
Tail Asymptotics for a Random Sign Lindley Recursion
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 47 / Issue 1 / March 2010
- Published online by Cambridge University Press:
- 14 July 2016, pp. 72-83
- Print publication:
- March 2010
-
- Article
-
- You have access
- Export citation
Convolutions of Long-Tailed and Subexponential Distributions
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 46 / Issue 3 / September 2009
- Published online by Cambridge University Press:
- 14 July 2016, pp. 756-767
- Print publication:
- September 2009
-
- Article
-
- You have access
- Export citation
Extremes of autoregressive threshold processes
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 41 / Issue 2 / June 2009
- Published online by Cambridge University Press:
- 01 July 2016, pp. 428-451
- Print publication:
- June 2009
-
- Article
-
- You have access
- Export citation
On a Theorem of Breiman and a Class of Random Difference Equations
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1031-1046
- Print publication:
- December 2007
-
- Article
-
- You have access
- Export citation
Asymptotic Blocking Probabilities in Loss Networks with Subexponential Demands
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1088-1102
- Print publication:
- December 2007
-
- Article
-
- You have access
- Export citation
The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 44 / Issue 3 / September 2007
- Published online by Cambridge University Press:
- 14 July 2016, pp. 695-712
- Print publication:
- September 2007
-
- Article
-
- You have access
- Export citation
Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 44 / Issue 3 / September 2007
- Published online by Cambridge University Press:
- 14 July 2016, pp. 670-684
- Print publication:
- September 2007
-
- Article
-
- You have access
- Export citation
On the time value of absolute ruin with debit interest
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 39 / Issue 2 / June 2007
- Published online by Cambridge University Press:
- 01 July 2016, pp. 343-359
- Print publication:
- June 2007
-
- Article
-
- You have access
- Export citation
Local asymptotics of the cycle maximum of a heavy-tailed random walk
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 39 / Issue 1 / March 2007
- Published online by Cambridge University Press:
- 01 July 2016, pp. 221-244
- Print publication:
- March 2007
-
- Article
-
- You have access
- Export citation
A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 43 / Issue 4 / December 2006
- Published online by Cambridge University Press:
- 14 July 2016, pp. 916-926
- Print publication:
- December 2006
-
- Article
-
- You have access
- Export citation