Asymptotics of the ruin probability with claims modeled by \\alpha-stable aggregated AR(1) process
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Published:2013-01-01
Issue:
Volume:
Page:
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ISSN:1303-6149
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Container-title:Turkish Journal of Mathematics
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language:en
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Short-container-title:Turkish Journal of Mathematics
Author:
PERILIOGLU KARINA,PUPLINSKAITE DONATA
Publisher
The Scientific and Technological Research Council of Turkey (TUBITAK-ULAKBIM) - DIGITAL COMMONS JOURNALS
Subject
General Mathematics