Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows (Q3505341): Difference between revisions

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Revision as of 19:59, 19 March 2024

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Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows
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    Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows (English)
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    18 June 2008
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    ruin probability
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    stable processes
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    heavy tails
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    long range dependence
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