On the Asymptotic Behaviour of Superexponential Lévy Processes

• We study tail probabilities of superexponential infinite divisible distributions as well as tail probabilities of suprema of Levy processes with superexponential marginal distributions over compact intervals.

Subject headings

NATURVETENSKAP  -- Matematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics (hsv//eng)

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

Keyword

Extreme value theory

infinitely divisible distributions

Levy

processes

superexponential distributions

extremes

Mathematics

Lévy processes

Publication and Content Type

ref (subject category)

art (subject category)