Remarks on the absolute maximum of a Lévy process
Keyword(s):
Asymptotic behaviour of the distribution of the absolute maximum of a process with independent increments is studied depending on the properties of the Lévy measure of the process. Some applications to the risk process are also considered.
2009 ◽
Vol 46
(01)
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pp. 85-98
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2009 ◽
Vol 46
(1)
◽
pp. 85-98
◽
2009 ◽
Vol 46
(02)
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pp. 542-558
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2009 ◽
Vol 41
(2)
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pp. 367-392
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Keyword(s):
2006 ◽
Vol 38
(03)
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pp. 768-791
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Keyword(s):
2012 ◽
Vol 49
(01)
◽
pp. 150-166
◽
Keyword(s):
1990 ◽
Vol 42
(4)
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pp. 397-403
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