Ruin probabilities in tough times - Part 2 - Heavy-traffic approximation for fractionally differentiated random walks in the domain of attraction of a nonGaussian stable distribution

Ruin probabilities in tough times - Part 1 - Heavy-traffic approximation for fractionally integrated random walks in the domain of attraction of a nonGaussian stable distribution

Barbe, Ph., (2011)

Second-order expansion for the maximum of some stationary Gaussian sequences

Barbe, Ph., (2004)

On the First-Order Edgeworth Expansion for a Markov Chain

Datta, S., (1993)