Anita Behme

Asymmetric COGARCH processes

Claudia Klüppelberg, Anita Behme, Kathrin Mayr, 2014, Journal of Applied Probability.

Moments of MGOU processes and positive semidefinite matrix processes

Anita Behme, Anita Behme, 2012, J. Multivar. Anal..

On moments of downwards passage times for spectrally negative L\'evy processes

Anita Behme, Philipp Lukas Strietzel, 2021 .

Moments of the ruin time in a perturbed Cramér-Lundberg model

Anita Behme, Philipp Lukas Strietzel, Anita Behme, 2021 .

On $q$-scale functions of spectrally negative L\'evy processes

Anita Behme, Ren'e L. Schilling, David Oechsler, 2021 .

On Exponential Functionals of Lévy Processes

Anita Behme, Alexander Lindner, 2013 .