Ruin problem and how fast stochastic processes mix
type: Item
instance of: scholarly article
title: Ruin problem and how fast stochastic processes mix
zbMATH Open document ID: 1022.60018
author: Paul Embrechts
author: Gennady Samorodnitsky
published in: The Annals of Applied Probability
publication date: 2003-05-06T00:00:00Z
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 1906144
zbMATH Keywords: ruin probability
zbMATH Keywords: heavy tails
zbMATH Keywords: supremum
zbMATH Keywords: negative drift
zbMATH Keywords: insurance risk
zbMATH Keywords: speed of mixing
describes a project that uses: longmemo
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1042765661
OpenAlex ID: W2079746585
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DOI: 10.1214/AOAP/1042765661
description: scientific article; zbMATH DE number 1906144