Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations
Research output: Working paper › Research
| Original language | English |
|---|---|
| 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