Ruin probability with certain stationary stable claims generated by conservative flows (Q3590743): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2102459352 / rank | |||
Normal rank |
Revision as of 23:30, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Ruin probability with certain stationary stable claims generated by conservative flows |
scientific article |
Statements
Ruin probability with certain stationary stable claims generated by conservative flows (English)
0 references
3 September 2007
0 references
ruin probability
0 references
stable process
0 references
heavy tail
0 references
ergodic theory
0 references
conservative flow
0 references
null-recurrent Markov chain
0 references
fractional Brownian motion
0 references