Ruin probability with certain stationary stable claims generated by conservative flows (Q3590743): Difference between revisions

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+Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows
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+Q5680823
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+Tail probabilities of subadditive functionals on stable processes with continuous and discrete time
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+Random rewards, fractional Brownian local times and stable self-similar processes
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+Q3149666
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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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+Q4343010
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+Ergodic theorems. With a supplement by Antoine Brunel
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+Ruin probability with claims modeled by a stationary ergodic stable process.
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+How misleading can sample ACFs of stable MAs be? (Very!)
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+On the structure of stationary stable processes
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+Classes of mixing stable processes
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+Maxima of continuous-time stationary stable processes
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+Regular Variation of Markov Renewal Functions
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