Pages that link to "Item:Q730355"
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The following pages link to A simple proof of heavy tail estimates for affine type Lipschitz recursions (Q730355):
Displaying 8 items.
- On ruin probabilities with risky investments in a stock with stochastic volatility (Q825994) (← links)
- Pointwise estimates for first passage times of perpetuity sequences (Q1660306) (← links)
- Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962) (← links)
- Stochastic recursions: between Kesten's and Grincevičius-Grey's assumptions (Q2301497) (← links)
- On ruin probabilities with investments in a risky asset with a regime-switching price (Q2675817) (← links)
- Iterated random functions and regularly varying tails (Q4689895) (← links)
- Affine stochastic equation with triangular matrices (Q5243411) (← links)
- Asymptotically linear iterated function systems on the real line (Q6103966) (← links)