Ruin probability with claims modeled by a stationary ergodic stable process. (Q1872170)
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scientific article; zbMATH DE number 1905965
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| English | Ruin probability with claims modeled by a stationary ergodic stable process. |
scientific article; zbMATH DE number 1905965 |
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Ruin probability with claims modeled by a stationary ergodic stable process. (English)
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6 May 2003
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stable process
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stationary process
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ruin probability
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heavy tails
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supremum
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negative drift
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risk
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0.93958545
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0.92290187
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0.9201349
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0.91482913
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0.90808713
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0.9063585
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