A. Kyprianou

activity

20052008

most citedRuin Probabilities and Overshoots for General Levy Insurance Risk Processes

161 citations · 184 across the 9 of their papers we have counts for

collaborators

Showing 2007Show all

4 papers · 1 filter

math.PR2007★ 13 cited

Special, conjugate and complete scale functions for spectrally negative Lévy processes

Andreas E. Kyprianou, Ví ctor Rivero

Following from recent developments by Hubalek and Kyprianou, the objective of this paper is to provide further methods for constructing new families of scale functions for spectral…

math.PR2007

Analysis of stochastic fluid queues driven by local time processes

Takis Konstantopoulos, Andreas Kyprianou, Marina Sirvio +1

We consider a stochastic fluid queue served by a constant rate server and driven by a process which is the local time of a certain Markov process. Such a stochastic system can be u…

math.PR2007★ 4 cited

Strong Law of Large Numbers for branching diffusions

Janos Englander, Simon C. Harris, Andreas E. Kyprianou

Let $X$ be the branching particle diffusion corresponding to the operator $Lu + β (u^{2} - u)$ on $D \subseteq R^{d}$ (where $β \geq 0$ and $β \neq \equiv 0$ ). Let $λ_{c}$ denote t…

math.PR2007

Some explicit identities associated with positive self-similar Markov processes

Loic Chaumont, Andreas Kyprianou, Juan Carlos Pardo Millan

We consider some special classes of Lévy processes with no gaussian component whose Lévy measure is of the type $π (d x) = e^{γ x} ν (e^{x} - 1) d x$ , where $ν$ is the density of the stable Lé…