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scientific article; zbMATH DE number 6142685 - MaRDI portal

scientific article; zbMATH DE number 6142685

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Publication:4908925

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zbMath1262.60042MaRDI QIDQ4908925

Karina Perilioğlu, Donata Puplinskaitė

Publication date: 7 March 2013

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

zbMATH Keywords

aggregation long memory ruin probability self-similar process mixed stable moving average dependent \(\alpha \)-stable claims random-coefficient \(\mathrm{AR}(1)\) process

Mathematics Subject Classification ID

Stable stochastic processes (60G52)

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