Boutsikas, M. V.; Economides, D.-J.; Vaggelatou, E. On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model. (English) Zbl 07809283 Scand. Actuar. J. 2024, No. 1, 64-88 (2024). MSC: 91G05 91B05 60J74 62P05 PDFBibTeX XMLCite \textit{M. V. Boutsikas} et al., Scand. Actuar. J. 2024, No. 1, 64--88 (2024; Zbl 07809283) Full Text: DOI
Cheng, Dan; Cammarota, Valentina; Fantaye, Yabebal; Marinucci, Domenico; Schwartzman, Armin Multiple testing of local maxima for detection of peaks on the (celestial) sphere. (English) Zbl 1446.62254 Bernoulli 26, No. 1, 31-60 (2020). Reviewer: Tamás Mátrai (Edinburgh) MSC: 62M40 62J15 60G60 78A40 62P35 85A25 62R40 PDFBibTeX XMLCite \textit{D. Cheng} et al., Bernoulli 26, No. 1, 31--60 (2020; Zbl 1446.62254) Full Text: DOI arXiv Euclid
Denisov, D.; Sakhanenko, A.; Wachtel, V. First-passage times over moving boundaries for asymptotically stable walks. (English. Russian original) Zbl 1442.60049 Theory Probab. Appl. 63, No. 4, 613-633 (2019); translation from Teor. Veroyatn. Primen. 63, No. 4, 755-778 (2018). MSC: 60G50 60F17 60G51 60G52 PDFBibTeX XMLCite \textit{D. Denisov} et al., Theory Probab. Appl. 63, No. 4, 613--633 (2019; Zbl 1442.60049); translation from Teor. Veroyatn. Primen. 63, No. 4, 755--778 (2018) Full Text: DOI arXiv
Burdzy, Krzysztof; Tadić, Tvrtko Random reflections in a high-dimensional tube. (English) Zbl 1391.60098 J. Theor. Probab. 31, No. 1, 466-493 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G50 60K05 37D50 37H99 PDFBibTeX XMLCite \textit{K. Burdzy} and \textit{T. Tadić}, J. Theor. Probab. 31, No. 1, 466--493 (2018; Zbl 1391.60098) Full Text: DOI arXiv
Cheng, Dan; Schwartzman, Armin Multiple testing of local maxima for detection of peaks in random fields. (English) Zbl 1369.62144 Ann. Stat. 45, No. 2, 529-556 (2017). MSC: 62H35 62H15 62M40 PDFBibTeX XMLCite \textit{D. Cheng} and \textit{A. Schwartzman}, Ann. Stat. 45, No. 2, 529--556 (2017; Zbl 1369.62144) Full Text: DOI arXiv
Rahimov, Fada G.; Hashimova, Tarana E.; Khalilov, Vugar S. On asymptotic behavior of local probabilities of nonlinear boundary crossing by a random walk. (English) Zbl 1359.60039 Proc. Inst. Math. Mech., Natl. Acad. Sci. Azerb. 42, No. 1, 73-80 (2016). MSC: 60F05 60G50 PDFBibTeX XMLCite \textit{F. G. Rahimov} et al., Proc. Inst. Math. Mech., Natl. Acad. Sci. Azerb. 42, No. 1, 73--80 (2016; Zbl 1359.60039)
Griffin, Philip S.; Maller, Ross A.; van Schaik, Kees Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases. (English) Zbl 1284.62119 Insur. Math. Econ. 51, No. 2, 382-392 (2012). MSC: 62E20 60G51 91B30 PDFBibTeX XMLCite \textit{P. S. Griffin} et al., Insur. Math. Econ. 51, No. 2, 382--392 (2012; Zbl 1284.62119) Full Text: DOI arXiv
Mukhopadhyay, Nitis Discussion on “Two-stage procedures for high-dimensional data” by Makoto Aoshima and Kazuyoshi Yata. (English) Zbl 1284.62504 Sequential Anal. 30, No. 4, 427-428 (2011). MSC: 62L10 62H30 62H15 62F25 62H10 60F05 65C60 PDFBibTeX XMLCite \textit{N. Mukhopadhyay}, Sequential Anal. 30, No. 4, 427--428 (2011; Zbl 1284.62504) Full Text: DOI
Fuh, Cheng-Der Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift. (English) Zbl 1127.60084 Adv. Appl. Probab. 39, No. 3, 826-852 (2007). MSC: 60K05 60J10 60K15 PDFBibTeX XMLCite \textit{C.-D. Fuh}, Adv. Appl. Probab. 39, No. 3, 826--852 (2007; Zbl 1127.60084) Full Text: DOI
Kyprianou, A. E. First passage of reflected strictly stable processes. (English) Zbl 1113.60050 ALEA, Lat. Am. J. Probab. Math. Stat. 2, 119-123 (2006). Reviewer: Rudolf Gorenflo (Berlin) MSC: 60G52 60G51 PDFBibTeX XMLCite \textit{A. E. Kyprianou}, ALEA, Lat. Am. J. Probab. Math. Stat. 2, 119--123 (2006; Zbl 1113.60050)
Asmussen, Søren; Bladt, Mogens Renewal theory and queueing algorithms for matrix-exponential distributions. (English) Zbl 0872.60064 Chakravarthy, Srinivas R. (ed.) et al., Matrix-analytic methods in stochastic models. Proceedings of the first international conference held in Detroit, MI, USA, August 24–25, 1995. New York, NY: Marcel Dekker. Lect. Notes Pure Appl. Math. 183, 313-341 (1997). MSC: 60K05 60K25 15A03 15A15 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{M. Bladt}, Lect. Notes Pure Appl. Math. 183, 313--341 (1997; Zbl 0872.60064)
Asmussen, Søren; Klüppelberg, Claudia Stationary M/G/1 excursions in the presence of heavy tails. (English) Zbl 0876.60080 J. Appl. Probab. 34, No. 1, 208-212 (1997). MSC: 60K25 60G17 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{C. Klüppelberg}, J. Appl. Probab. 34, No. 1, 208--212 (1997; Zbl 0876.60080) Full Text: DOI