Tail probabilities for a risk process with subexponential jumps in a regenerative and diffusion environment

Z.B. Palmowski

    Research output: Book/ReportReportAcademic

    27 Downloads (Pure)
    Original languageEnglish
    Place of PublicationEindhoven
    PublisherEurandom
    Number of pages21
    Publication statusPublished - 2000

    Publication series

    NameReport Eurandom
    Volume2000034
    ISSN (Print)1389-2355

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