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Results: 1-11 |
Results: 11
LARGE DEVIATIONS OF HEAVY-TAILED RANDOM SUMS WITH APPLICATIONS IN INSURANCE AND FINANCE
Authors: KLUPPELBERG C MIKOSCH T
Citation: C. Kluppelberg et T. Mikosch, LARGE DEVIATIONS OF HEAVY-TAILED RANDOM SUMS WITH APPLICATIONS IN INSURANCE AND FINANCE, Journal of Applied Probability, 34(2), 1997, pp. 293-308
STATIONARY M G/1 EXCURSIONS IN THE PRESENCE OF HEAVY TAILS/
Authors: ASMUSSEN S KLUPPELBERG C
Citation: S. Asmussen et C. Kluppelberg, STATIONARY M G/1 EXCURSIONS IN THE PRESENCE OF HEAVY TAILS/, Journal of Applied Probability, 34(1), 1997, pp. 208-212
LARGE DEVIATIONS RESULTS FOR SUBEXPONENTIAL TAILS, WITH APPLICATIONS TO INSURANCE RISK
Authors: ASMUSSEN S KLUPPELBERG C
Citation: S. Asmussen et C. Kluppelberg, LARGE DEVIATIONS RESULTS FOR SUBEXPONENTIAL TAILS, WITH APPLICATIONS TO INSURANCE RISK, Stochastic processes and their applications, 64(1), 1996, pp. 103-125
THE INTEGRATED PERIODOGRAM FOR STABLE PROCESSES
Authors: KLUPPELBERG C MIKOSCH T
Citation: C. Kluppelberg et T. Mikosch, THE INTEGRATED PERIODOGRAM FOR STABLE PROCESSES, Annals of statistics, 24(5), 1996, pp. 1855-1879
PARAMETER-ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE INNOVATIONS
Authors: MIKOSCH T GADRICH T KLUPPELBERG C ADLER RJ
Citation: T. Mikosch et al., PARAMETER-ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE INNOVATIONS, Annals of statistics, 23(1), 1995, pp. 305-326
TAUBERIAN RESULTS FOR DENSITIES WITH GAUSSIAN TAILS
Authors: BALKEMA AA KLUPPELBERG C STADTMULLER U
Citation: Aa. Balkema et al., TAUBERIAN RESULTS FOR DENSITIES WITH GAUSSIAN TAILS, Journal of the London Mathematical Society, 51, 1995, pp. 383-400
LARGE CLAIMS APPROXIMATIONS FOR RISK PROCESSES IN A MARKOVIAN ENVIRONMENT
Authors: ASMUSSEN S HENRIKSEN LF KLUPPELBERG C
Citation: S. Asmussen et al., LARGE CLAIMS APPROXIMATIONS FOR RISK PROCESSES IN A MARKOVIAN ENVIRONMENT, Stochastic processes and their applications, 54(1), 1994, pp. 29-43
SOME LIMIT THEORY FOR THE SELF-NORMALIZED PERIODOGRAM OF STABLE PROCESSES
Authors: KLUPPELBERG C MIKOSCH T
Citation: C. Kluppelberg et T. Mikosch, SOME LIMIT THEORY FOR THE SELF-NORMALIZED PERIODOGRAM OF STABLE PROCESSES, Scandinavian journal of statistics, 21(4), 1994, pp. 485-491
SPECTRAL ESTIMATES AND STABLE PROCESSES
Authors: KLUPPELBERG C MIKOSCH T
Citation: C. Kluppelberg et T. Mikosch, SPECTRAL ESTIMATES AND STABLE PROCESSES, Stochastic processes and their applications, 47(2), 1993, pp. 323-344
ASYMPTOTIC ORDERING OF RISKS AND RUIN PROBABILITIES
Authors: KLUPPELBERG C
Citation: C. Kluppelberg, ASYMPTOTIC ORDERING OF RISKS AND RUIN PROBABILITIES, Insurance. Mathematics & economics, 12(3), 1993, pp. 259-264
DENSITIES WITH GAUSSIAN TAILS
Authors: BALKEMA AA KLUPPELBERG C RESNICK SI
Citation: Aa. Balkema et al., DENSITIES WITH GAUSSIAN TAILS, Proceedings of the London Mathematical Society, 66, 1993, pp. 568-588
Risultati: 1-11 |