Pages that link to "Item:Q1872494"
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The following pages link to The supremum of a negative drift random walk with dependent heavy-tailed steps. (Q1872494):
Displayed 4 items.
- Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims (Q5414542) (← links)
- Extremes of regularly varying Lévy-driven mixed moving average processes (Q5475378) (← links)
- Power estimates for ruin probabilities (Q5697199) (← links)
- Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series (Q5962607) (← links)
