JavaScript is disabled for your browser. Some features of this site may not work without it.
Ruin probability with claims modeled by a stationary ergodic stable process

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