Self-similar processes in collective risk theory

Journal of Applied Mathematics and Stochastic Analysis

Volumn 11, Issue 4, 1998, Pages 429-448

  Zbigniew, Michna ^a  

^a LUND UNIVERSITY   (Sweden)

Author keywords

Exponential bound; Fractional brownian motion; Long range dependence; Risk process; Ruin probability; Self Similar process

Indexed keywords

EID: 77955730861     PISSN: 10489533     EISSN: 16872177     Source Type: Journal    
DOI: 10.1155/S1048953398000367     Document Type: Article

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