12 results
A dual risk model with additive and proportional gains: ruin probability and dividends
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- Advances in Applied Probability / Volume 55 / Issue 2 / June 2023
- Published online by Cambridge University Press:
- 08 February 2023, pp. 549-580
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- June 2023
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Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes
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- Journal of Applied Probability / Volume 60 / Issue 1 / March 2023
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- 30 August 2022, pp. 85-105
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- March 2023
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Subexponential potential asymptotics with applications
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- Advances in Applied Probability / Volume 54 / Issue 3 / September 2022
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- 13 June 2022, pp. 783-807
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- September 2022
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Yaglom limit for stochastic fluid models
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- Advances in Applied Probability / Volume 53 / Issue 3 / September 2021
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- 08 October 2021, pp. 649-686
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- September 2021
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Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem
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- Advances in Applied Probability / Volume 52 / Issue 2 / June 2020
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- 15 July 2020, pp. 404-432
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- June 2020
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Extremes of multitype branching random walks: heaviest tail wins
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- Advances in Applied Probability / Volume 51 / Issue 2 / June 2019
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- 07 August 2019, pp. 514-540
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- June 2019
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Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
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- Journal of Applied Probability / Volume 48 / Issue 4 / December 2011
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- 14 July 2016, pp. 984-1002
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- December 2011
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Loss rate for a general Lévy process with downward periodic barrier
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 99-108
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- August 2011
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On Perturbed Random Walks
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- Journal of Applied Probability / Volume 47 / Issue 4 / December 2010
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- 14 July 2016, pp. 1203-1204
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- December 2010
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Tail Asymptotics for a Random Sign Lindley Recursion
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- Journal of Applied Probability / Volume 47 / Issue 1 / March 2010
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- 14 July 2016, pp. 72-83
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- March 2010
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Tail Asymptotics of the Supremum of a Regenerative Process
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- Journal of Applied Probability / Volume 44 / Issue 2 / June 2007
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- 14 July 2016, pp. 349-365
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- June 2007
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On the exact asymptotics of the busy period in GI/G/1 queues
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- Advances in Applied Probability / Volume 38 / Issue 3 / September 2006
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- 01 July 2016, pp. 792-803
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- September 2006
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