Self-similar processes in collective risk theory.
Journal of Applied Mathematics and Stochastic Analysis (1998)
- Volume: 11, Issue: 4, page 429-448
- ISSN: 2090-3332
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topMichna, Zbigniew. "Self-similar processes in collective risk theory.." Journal of Applied Mathematics and Stochastic Analysis 11.4 (1998): 429-448. <http://eudml.org/doc/48419>.
@article{Michna1998,
author = {Michna, Zbigniew},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {alternating renewal process; fractional Brownian motion; functional central limit theorem; Hermite rank; long-range dependence; ruin probability; Skorokhod topology},
language = {eng},
number = {4},
pages = {429-448},
publisher = {Hindawi Publishing Corporation, New York},
title = {Self-similar processes in collective risk theory.},
url = {http://eudml.org/doc/48419},
volume = {11},
year = {1998},
}
TY - JOUR
AU - Michna, Zbigniew
TI - Self-similar processes in collective risk theory.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 1998
PB - Hindawi Publishing Corporation, New York
VL - 11
IS - 4
SP - 429
EP - 448
LA - eng
KW - alternating renewal process; fractional Brownian motion; functional central limit theorem; Hermite rank; long-range dependence; ruin probability; Skorokhod topology
UR - http://eudml.org/doc/48419
ER -
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