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Handbook of heavy tailed distributions in finance
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Risk management for central bank foreign reserves
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ECONIS (ZBW)
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Ruin theory revisited : stochastic models for operational risk
Embrechts, Paul
;
Kaufmann, Roger
;
Samorodnitsky, Gennady
- In:
Risk management for central bank foreign reserves
,
(pp. 243-261)
.
2004
Persistent link: https://www.econbiz.de/10002111520
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Long range dependence in heavy tailed stochastic processes
Racheva-Iotova, Borjana
;
Samorodnitsky, Gennady
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 641-662)
.
2003
Persistent link: https://www.econbiz.de/10001882201
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3
Modeling teletraffic arrivals by a Poisson cluster process
Fäy, Gilles
;
González-Arávalo, Bárbera
;
Mikosch, Thomas
-
2005
Persistent link: https://www.econbiz.de/10003250306
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