Ruin problem and how fast stochastic processes mix (Q1872353)

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Ruin problem and how fast stochastic processes mix
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    title
    Ruin problem and how fast stochastic processes mix (English)
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    author
    Paul Embrechts
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    Gennady Samorodnitsky
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    publication date
    6 May 2003
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    Mathematics Subject Classification ID
    60E07
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    60G35
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    60G10
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    zbMATH DE Number
    1906144
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    zbMATH Keywords
    ruin probability
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    heavy tails
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    supremum
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    negative drift
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    insurance risk
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    speed of mixing
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    OpenAlex ID
    W2079746585
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