Pages that link to "Item:Q1872170"

The following pages link to Ruin probability with claims modeled by a stationary ergodic stable process. (Q1872170):

Displaying 27 items.

• A ruin model with dependence between claim sizes and claim intervals (Q704406) (← links)
• Ruin probabilities for Bayesian exchangeable claims processes (Q899543) (← links)
• Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152) (← links)
• Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey (Q1745668) (← links)
• Stable random fields indexed by finitely generated free groups (Q1800817) (← links)
• Ruin problem and how fast stochastic processes mix (Q1872353) (← links)
• Tail probabilities of subadditive functionals of Lévy processes. (Q1872382) (← links)
• Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes. (Q1879832) (← links)
• The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
• Maximal moments and uniform modulus of continuity for stable random fields (Q2029780) (← links)
• Sample path large deviations for Lévy processes and random walks with regularly varying increments (Q2189454) (← links)
• Long memory and self-similar processes (Q2458948) (← links)
• Tail probabilities of subadditive functionals on stable processes with continuous and discrete time (Q2485771) (← links)
• Null flows, positive flows and the structure of stationary symmetric stable processes (Q2571695) (← links)
• Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations (Q2571701) (← links)
• Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift (Q2854351) (← links)
• Exchangeable claim sizes in a compound Poisson-type process (Q3103175) (← links)
• Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts (Q3145068) (← links)
• Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows (Q3505341) (← links)
• Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations (Q3578042) (← links)
• Ruin probability with certain stationary stable claims generated by conservative flows (Q3590743) (← links)
• Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes (Q3644308) (← links)
• A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤ^<i>d</i>-actions (Q4684933) (← links)
• Asymptotics for the time of ruin in the war of attrition (Q5233173) (← links)
• Stable random fields, point processes and large deviations (Q5962609) (← links)
• POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk (Q6066381) (← links)
• Sample-path large deviations for a class of heavy-tailed Markov-additive processes (Q6126988) (← links)