Pages that link to "Item:Q2772052"
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The following pages link to Self-similar processes as weak limits of a risk reserve process (Q2772052):
Displaying 6 items.
- A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion (Q436299) (← links)
- Self-similar processes in collective risk theory (Q1277066) (← links)
- Stable Lévy motion approximation in collective risk theory (Q1382123) (← links)
- Identification and validation of stable ARFIMA processes with application to UMTS data (Q1677799) (← links)
- Weak limits of random coefficient autoregressive processes and their application in ruin theory (Q2306085) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)