Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows
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| Veröffentlicht in: | Scandinavian actuarial journal 2007 |
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| container_title | Scandinavian actuarial journal |
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| creator | Alparslan, Ugur Tuncay Samorodnitsky, Gennady |
| description | Inneholder sammendrag |
| format | Article |
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| fulltext | fulltext |
| identifier | ISSN: 0346-1238 |
| ispartof | Scandinavian actuarial journal, 2007 |
| issn | 0346-1238 1651-2030 |
| language | eng |
| recordid | cdi_norart_articles_999921697312802201 |
| source | EBSCOhost Business Source Complete; Taylor & Francis:Master (3349 titles) |
| subjects | ergodic theory heavy tails long range dependence risikoanalyser ruin probability sannsynlighetsregning stable processes |
| title | Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows |
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