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

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Revision as of 12:56, 5 March 2024

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Ruin probability with certain stationary stable claims generated by conservative flows
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    Ruin probability with certain stationary stable claims generated by conservative flows (English)
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    3 September 2007
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    ruin probability
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    stable process
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    heavy tail
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    ergodic theory
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    conservative flow
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    null-recurrent Markov chain
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    fractional Brownian motion
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