Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows (Q3505341)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows |
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Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows (English)
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18 June 2008
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ruin probability
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stable processes
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heavy tails
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long range dependence
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