Griffin, Philip S. Convolution equivalent Lévy processes and first passage times. (English) Zbl 1347.60054 Ann. Appl. Probab. 23, No. 4, 1506-1543 (2013). Reviewer: Antonis Papapantoleon (Berlin) MSC: 60G51 60F17 91B30 PDFBibTeX XMLCite \textit{P. S. Griffin}, Ann. Appl. Probab. 23, No. 4, 1506--1543 (2013; Zbl 1347.60054) Full Text: DOI arXiv Euclid
Griffin, Philip S.; Maller, Ross A.; van Schaik, Kees Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases. (English) Zbl 1284.62119 Insur. Math. Econ. 51, No. 2, 382-392 (2012). MSC: 62E20 60G51 91B30 PDFBibTeX XMLCite \textit{P. S. Griffin} et al., Insur. Math. Econ. 51, No. 2, 382--392 (2012; Zbl 1284.62119) Full Text: DOI arXiv