Extreme shock models

DOI10.1023/A:1009959004020zbMath0962.60016OpenAlexW1559677194MaRDI QIDQ5926465

Juerg Hüsler, Allan Gut

Publication date: 1 March 2001

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009959004020

zbMATH Keywords

momentsshockconvergencefirst passage timesintershock timerenewal theorystopped random walk

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Markov renewal processes, semi-Markov processes (60K15)

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