Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations
Konstantinides, Dimitrios G., Mikosch, ThomasVolume:
33
Language:
english
Journal:
The Annals of Probability
DOI:
10.1214/009117905000000350
Date:
September, 2005
File:
PDF, 287 KB
english, 2005