Authors:
Jacobsen, Martin
Mikosch, Thomas
Rosi.ski,Jan
Samorodnitsky, Gennady
Citation: Jacobsen, Martin et al., Inverse problems for regular variation of linear filters, a cancellation property for .-finite measures and identification of stable laws, Annals of applied probability , 19(1), 2019, pp. 210-242
Citation: Jacobsen, Martin, The time to ruin for a class of Markov additive risk process with two-sided jumps, Advances in applied probability , 37(2), 2005, pp. 963-992