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Q4908925 - MaRDI portal

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scientific article; zbMATH DE number 6142685
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scientific article; zbMATH DE number 6142685

    Statements

    author
    Karina Perilioğlu
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    Donata Puplinskaitė
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    publication date
    7 March 2013
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    zbMATH Keywords
    ruin probability
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    dependent \(\alpha \)-stable claims
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    aggregation
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    random-coefficient \(\mathrm{AR}(1)\) process
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    mixed stable moving average
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    self-similar process
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    long memory
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    Identifiers

    zbMATH DE Number
    6142685
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