Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed

Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

OriginalsprogEngelsk
TidsskriftAnnals of Probability
Vol/bind33
Sider (fra-til)1992-2035
ISSN0091-1798
StatusUdgivet - 2005

ID: 69251