Ruin probability with certain stationary stable claims generated by conservative flows (Q3590743)
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scientific article; zbMATH DE number 5186218
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| English | Ruin probability with certain stationary stable claims generated by conservative flows |
scientific article; zbMATH DE number 5186218 |
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Ruin probability with certain stationary stable claims generated by conservative flows (English)
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3 September 2007
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ruin probability
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stable process
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heavy tail
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ergodic theory
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conservative flow
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null-recurrent Markov chain
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fractional Brownian motion
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0.8575960993766785
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0.8348861336708069
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0.79668128490448
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0.7874177694320679
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0.7867396473884583
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