Ruin probability with claims modeled by a stationary ergodic stable process. (Q1872170)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probability with claims modeled by a stationary ergodic stable process. |
scientific article |
Statements
Ruin probability with claims modeled by a stationary ergodic stable process. (English)
0 references
6 May 2003
0 references
stable process
0 references
stationary process
0 references
ruin probability
0 references
heavy tails
0 references
supremum
0 references
negative drift
0 references
risk
0 references
0 references
0 references
0 references
0 references
