Self-similar processes in collective risk theory
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Publication:1277066
DOI10.1155/S1048953398000367zbMath0937.60029MaRDI QIDQ1277066
Publication date: 7 June 2000
Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/48419
functional central limit theoremfractional Brownian motionSkorokhod topologylong-range dependenceruin probabilityHermite rankalternating renewal process
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