Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows (Q3505341)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows |
scientific article |
Statements
Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows (English)
0 references
18 June 2008
0 references
ruin probability
0 references
stable processes
0 references
heavy tails
0 references
long range dependence
0 references