Matches in SemOpenAlex for { <https://semopenalex.org/work/W2963756075> ?p ?o ?g. }
Showing items 1 to 95 of
95
with 100 items per page.
- W2963756075 endingPage "84" @default.
- W2963756075 startingPage "75" @default.
- W2963756075 abstract "In recent years there has been some focus on quasi-stationary behavior of an one-dimensional Lévy process X, where we ask for the law P(Xt∈dy|τ0−>t) for t→∞ and τ0−=inf{t≥0:Xt<0}. In this paper we address the same question for so-called Parisian ruin time τθ, that happens when process stays below zero longer than independent exponential random variable with intensity θ." @default.
- W2963756075 created "2019-07-30" @default.
- W2963756075 creator A5044709164 @default.
- W2963756075 creator A5073106488 @default.
- W2963756075 date "2017-08-01" @default.
- W2963756075 modified "2023-10-16" @default.
- W2963756075 title "Parisian quasi-stationary distributions for asymmetric Lévy processes" @default.
- W2963756075 cites W1971987563 @default.
- W2963756075 cites W2023788181 @default.
- W2963756075 cites W2054092618 @default.
- W2963756075 cites W2064236715 @default.
- W2963756075 cites W2069711602 @default.
- W2963756075 cites W2073929123 @default.
- W2963756075 cites W2078821221 @default.
- W2963756075 cites W2112304136 @default.
- W2963756075 cites W2149944198 @default.
- W2963756075 cites W2270885697 @default.
- W2963756075 cites W2328354224 @default.
- W2963756075 cites W3121516682 @default.
- W2963756075 cites W3123139416 @default.
- W2963756075 cites W4229578644 @default.
- W2963756075 cites W4230582149 @default.
- W2963756075 cites W4237291229 @default.
- W2963756075 cites W4244494599 @default.
- W2963756075 doi "https://doi.org/10.1016/j.spl.2017.03.011" @default.
- W2963756075 hasPublicationYear "2017" @default.
- W2963756075 type Work @default.
- W2963756075 sameAs 2963756075 @default.
- W2963756075 citedByCount "1" @default.
- W2963756075 countsByYear W29637560752023 @default.
- W2963756075 crossrefType "journal-article" @default.
- W2963756075 hasAuthorship W2963756075A5044709164 @default.
- W2963756075 hasAuthorship W2963756075A5073106488 @default.
- W2963756075 hasBestOaLocation W29637560752 @default.
- W2963756075 hasConcept C105795698 @default.
- W2963756075 hasConcept C110405555 @default.
- W2963756075 hasConcept C114614502 @default.
- W2963756075 hasConcept C120665830 @default.
- W2963756075 hasConcept C121332964 @default.
- W2963756075 hasConcept C122123141 @default.
- W2963756075 hasConcept C134306372 @default.
- W2963756075 hasConcept C138885662 @default.
- W2963756075 hasConcept C151376022 @default.
- W2963756075 hasConcept C192209626 @default.
- W2963756075 hasConcept C199343813 @default.
- W2963756075 hasConcept C2777686260 @default.
- W2963756075 hasConcept C2780813799 @default.
- W2963756075 hasConcept C33923547 @default.
- W2963756075 hasConcept C41895202 @default.
- W2963756075 hasConcept C62520636 @default.
- W2963756075 hasConcept C71924100 @default.
- W2963756075 hasConcept C88757350 @default.
- W2963756075 hasConcept C93038891 @default.
- W2963756075 hasConceptScore W2963756075C105795698 @default.
- W2963756075 hasConceptScore W2963756075C110405555 @default.
- W2963756075 hasConceptScore W2963756075C114614502 @default.
- W2963756075 hasConceptScore W2963756075C120665830 @default.
- W2963756075 hasConceptScore W2963756075C121332964 @default.
- W2963756075 hasConceptScore W2963756075C122123141 @default.
- W2963756075 hasConceptScore W2963756075C134306372 @default.
- W2963756075 hasConceptScore W2963756075C138885662 @default.
- W2963756075 hasConceptScore W2963756075C151376022 @default.
- W2963756075 hasConceptScore W2963756075C192209626 @default.
- W2963756075 hasConceptScore W2963756075C199343813 @default.
- W2963756075 hasConceptScore W2963756075C2777686260 @default.
- W2963756075 hasConceptScore W2963756075C2780813799 @default.
- W2963756075 hasConceptScore W2963756075C33923547 @default.
- W2963756075 hasConceptScore W2963756075C41895202 @default.
- W2963756075 hasConceptScore W2963756075C62520636 @default.
- W2963756075 hasConceptScore W2963756075C71924100 @default.
- W2963756075 hasConceptScore W2963756075C88757350 @default.
- W2963756075 hasConceptScore W2963756075C93038891 @default.
- W2963756075 hasFunder F4320322733 @default.
- W2963756075 hasLocation W29637560751 @default.
- W2963756075 hasLocation W29637560752 @default.
- W2963756075 hasLocation W29637560753 @default.
- W2963756075 hasOpenAccess W2963756075 @default.
- W2963756075 hasPrimaryLocation W29637560751 @default.
- W2963756075 hasRelatedWork W1554733636 @default.
- W2963756075 hasRelatedWork W1978042415 @default.
- W2963756075 hasRelatedWork W1987151282 @default.
- W2963756075 hasRelatedWork W1997050101 @default.
- W2963756075 hasRelatedWork W2080519218 @default.
- W2963756075 hasRelatedWork W2147170865 @default.
- W2963756075 hasRelatedWork W2334571699 @default.
- W2963756075 hasRelatedWork W2478770834 @default.
- W2963756075 hasRelatedWork W2749254521 @default.
- W2963756075 hasRelatedWork W2902563245 @default.
- W2963756075 hasVolume "127" @default.
- W2963756075 isParatext "false" @default.
- W2963756075 isRetracted "false" @default.
- W2963756075 magId "2963756075" @default.
- W2963756075 workType "article" @default.