Ruin probability with certain stationary stable claims generated by conservative flows
From MaRDI portal
Publication:3590743
Recommendations
- Ruin probability with claims modeled by a stationary ergodic stable process.
- Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows
- Asymptotics of the ruin probability with claims modeled by \(\alpha \)-stable aggregated \(\operatorname{AR}(1)\) process
- An insensitivity property of the ruin probability
- Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
Cites work
- scientific article; zbMATH DE number 1808203 (Why is no real title available?)
- scientific article; zbMATH DE number 51414 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 54039 (Why is no real title available?)
- scientific article; zbMATH DE number 1243444 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 3354481 (Why is no real title available?)
- scientific article; zbMATH DE number 3416765 (Why is no real title available?)
- Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows
- Classes of mixing stable processes
- Ergodic theorems. With a supplement by Antoine Brunel
- Estimates for the probability of ruin with special emphasis on the possibility of large claims
- How misleading can sample ACFs of stable MAs be? (Very!)
- Maxima of continuous-time stationary stable processes
- On the structure of stationary stable processes
- Random rewards, fractional Brownian local times and stable self-similar processes
- Regular Variation of Markov Renewal Functions
- Ruin probability with claims modeled by a stationary ergodic stable process.
- Tail probabilities of subadditive functionals on stable processes with continuous and discrete time
Cited in
(7)- Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes
- Calculation of ruin probabilities for a dense class of heavy tailed distributions
- Asymptotics of the ruin probability with claims modeled by \(\alpha \)-stable aggregated \(\operatorname{AR}(1)\) process
- Network security risk: an approach to computing model
- Ruin probability with claims modeled by a stationary ergodic stable process.
- Tail probability of the supremum of a random walk with stable steps and a nonlinear negative drift
- Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows
This page was built for publication: Ruin probability with certain stationary stable claims generated by conservative flows
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3590743)
