Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations

Dimitrios G. Konstantinides, Thomas Valentin Mikosch

Originalsprog	Engelsk
Udgivelsessted	Afdeling for Anvendt Matematik og Statistik / Københavns Universitet
Udgiver	H.C.Ø.-Tryk
Sider	1-32
ISBN (Trykt)	87-7834-575-8
Status	Udgivet - 2004

Citationsformater

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title = "Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations",

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T1 - Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations

AU - Konstantinides, Dimitrios G.

AU - Mikosch, Thomas Valentin

PY - 2004

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M3 - Working paper

SN - 87-7834-575-8

SP - 1

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BT - Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations

PB - H.C.Ø.-Tryk

CY - Afdeling for Anvendt Matematik og Statistik / Københavns Universitet

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