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Publication:2772052
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zbMath1007.60025MaRDI QIDQ2772052

Krzysztof Burnecki

Publication date: 18 February 2002


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

self-similar processesruin problemrisk processes


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Self-similar stochastic processes (60G18)


Related Items (4)

Identification and validation of stable ARFIMA processes with application to UMTS data ⋮ A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion ⋮ Ruin problem of a two-dimensional fractional Brownian motion risk process ⋮ Weak limits of random coefficient autoregressive processes and their application in ruin theory






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