161 citations · 184 across the 9 of their papers we have counts for
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Strong Law of Large Numbers for Fragmentation Processes
S. C. Harris, R. Knobloch, A. E. Kyprianou
In the spirit of a classical results for Crump-Mode-Jagers processes, we prove a strong law of large numbers for homogenous fragmentation processes. Specifically, for self-similar…
Branching processes in random environment die slowly
V. Vatutin, A. E. Kyprianou
Let be a branching process evolving in the random environment generated by a sequence of iid generating functions and let $S_{0}=0,S_{…
Refracted Levy processes
Andreas E. Kyprianou, Ronnie Loeffen
Motivated by classical considerations from risk theory, we investigate boundary crossing problems for refracted Lévy processes. The latter is a Lévy process whose dynamics change b…
Convexity and smoothness of scale functions and de Finetti's control problem
A. E. Kyprianou, V. Rivero, R. Song
Under appropriate conditions, we obtain smoothness and convexity properties of -scale functions for spectrally negative Lévy processes. Our method appeals directly to very recen…