10 results
A generalised Dickman distribution and the number of species in a negative binomial process model
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- Advances in Applied Probability / Volume 53 / Issue 2 / June 2021
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- 01 July 2021, pp. 370-399
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- June 2021
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Functional laws for trimmed Lévy processes
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- Journal of Applied Probability / Volume 54 / Issue 3 / September 2017
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- 15 September 2017, pp. 873-889
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- September 2017
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Small-time almost-sure behaviour of extremal processes
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- Advances in Applied Probability / Volume 49 / Issue 2 / June 2017
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- 26 June 2017, pp. 411-429
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- June 2017
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Stability of the exit time for Lévy processes
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- Advances in Applied Probability / Volume 43 / Issue 3 / September 2011
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- 01 July 2016, pp. 712-734
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- September 2011
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On the ruin probability of the generalised Ornstein–Uhlenbeck process in the cramér case
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 15-28
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- August 2011
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Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes
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- Advances in Applied Probability / Volume 40 / Issue 3 / September 2008
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- 01 July 2016, pp. 716-733
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- September 2008
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A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour
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- Journal of Applied Probability / Volume 41 / Issue 3 / September 2004
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- 14 July 2016, pp. 601-622
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- September 2004
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Some effects of trimming on the law of the iterated logarithm
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- Journal of Applied Probability / Volume 41 / Issue A / 2004
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- 14 July 2016, pp. 253-271
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- 2004
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A point-process approach to almost-sure behaviour of record values and order statistics
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- Advances in Applied Probability / Volume 28 / Issue 2 / June 1996
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- 01 July 2016, pp. 426-462
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- June 1996
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Sums of independent random variables and regular variation
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- Bulletin of the Australian Mathematical Society / Volume 17 / Issue 2 / October 1977
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- 17 April 2009, p. 298
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- October 1977
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