Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed
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Standard
Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed. / Konstantinides, D.; Mikosch, Thomas Valentin.
I: Annals of Probability, Bind 33, 2005, s. 1992-2035.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Konstantinides, D & Mikosch, TV 2005, 'Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed', Annals of Probability, bind 33, s. 1992-2035.
APA
Konstantinides, D., & Mikosch, T. V. (2005). Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed. Annals of Probability, 33, 1992-2035.
Vancouver
Konstantinides D, Mikosch TV. Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed. Annals of Probability. 2005;33:1992-2035.
Author
Bibtex
@article{1aa96c7074c211dbbee902004c4f4f50,
title = "Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed",
author = "D. Konstantinides and Mikosch, {Thomas Valentin}",
year = "2005",
language = "English",
volume = "33",
pages = "1992--2035",
journal = "Annals of Probability",
issn = "0091-1798",
publisher = "Institute of Mathematical Statistics",
}
RIS
TY - JOUR
T1 - Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed
AU - Konstantinides, D.
AU - Mikosch, Thomas Valentin
PY - 2005
Y1 - 2005
M3 - Journal article
VL - 33
SP - 1992
EP - 2035
JO - Annals of Probability
JF - Annals of Probability
SN - 0091-1798
ER -
ID: 69251