702 citations
- National Institute for Subatomic PhysicsNL12 papers
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Showing 2005 · math.PRShow all
3 papers · 2 filters
math.PR2005★ 3 cited
Self-similar and Markov composition structures
Alexander Gnedin, Jim Pitman
The bijection between composition structures and random closed subsets of the unit interval implies that the composition structures associated with for a self-simila…
math.PR2005★ 3 cited
Regenerative Compositions in the Case of Slow Variation
Andrew D. Barbour, Alexander V. Gnedin
For a subordinator and an independent Poisson process of intensity we are interested in the number of gaps in the range of that are hit by at le…
math.PR2005★ 161 cited
Ruin Probabilities and Overshoots for General Levy Insurance Risk Processes
Claudia Kluppelberg, Andreas E. Kyprianou, Ross A. Maller
We formulate the insurance risk process in a general Levy process setting, and give general theorems for the ruin probability and the asymptotic distribution of the overshoot of th…