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

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@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",

}