Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows (Q3505341)
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scientific article; zbMATH DE number 5290249
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| English | Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows |
scientific article; zbMATH DE number 5290249 |
Statements
Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows (English)
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18 June 2008
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ruin probability
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stable processes
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heavy tails
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long range dependence
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0.8610343933105469
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0.8431892395019531
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0.8348861336708069
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0.7869698405265808
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