Text

Stochastic Models with Power-Law Tails

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The Stochastic Equation. The authors of this text (called DB, ED and TM) started
their collaboration with the paper Buraczewski et al. [76] in 2011. We studied large
deviations and ruin probabilities for the solution ðXtÞ to Kesten’s stochastic
recurrence equation

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Detail Information

Series Title

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Call Number

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Publisher

London : Springer., 2016

Collation

-

Language

English

ISBN/ISSN

978-3-319-29679-1

Classification

NONE

Content Type

text

Media Type

computer

Carrier Type

online resource

Edition

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Subject(s)

Mathematics

Specific Detail Info

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Statement of Responsibility

Dariusz Buraczewski , Ewa Damek , Thomas Mikosch

Other Information

Cataloger

Jemadi

Source

https://link.springer.com/content/pdf/10.1007/978-3-319-29679-1.pdf?pdf=button

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