Levy processes are the natural continuous-time analogue of random walks and form a rich class of ...
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Here is a modern review of the problem of ruin for the classical Cramér–Lundberg model and the su...
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Since around the turn of the millennium there has been a general acceptance that one of the more ...
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This is the second volume in a subseries of the Lecture Notes in Mathematics called Levy Matters,...
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This collection honours Ron Doney's work and includes invited articles by his collaborators and f...
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Stable Levy processes lie at the intersection of Levy processes and self-similar Markov processes...
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This monograph highlights the connection between the theory of neutron transport and the theory o...
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Lévy processes are the natural continuous-time analogue of random walks and form a rich class ...
This is the second volume in a subseries of the Lecture Notes in Mathematics called Lévy Matte...
Motivated by the many and long-standing contributions of H. Gerber and E. Shiu, this book give...