Ruin probability with claims modeled by a stationary ergodic stable process

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http://hdl.handle.net/1813/9120
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Author
Mikosch, T.; Samorodnitsky, G.
Abstract
Ruin probability with claims modeled by a stationary ergodic stable process
Date Issued
1999-04
Publisher
Cornell University Operations Research and Industrial Engineering
Subject
Operations Research; Industrial Engineering; technical report
Previously Published As
1237
Type
Technical Report

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