Heavy tails for an alternative stochastic perpetuity model (Q2010493)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heavy tails for an alternative stochastic perpetuity model |
scientific article |
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Heavy tails for an alternative stochastic perpetuity model (English)
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27 November 2019
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Kesten-Goldie theory
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perpetuity
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heavy tail
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large deviation
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power-law tail
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change of measure
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