Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations
Research output: Working paper › Research
Original language | English |
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Place of Publication | Afdeling for Anvendt Matematik og Statistik / Københavns Universitet |
Publisher | H.C.Ø.-Tryk |
Pages | 1-32 |
ISBN (Print) | 87-7834-575-8 |
Publication status | Published - 2004 |
ID: 159351