On ruin probabilities with risky investments in a stock with stochastic volatility.
- Published in:
- Extremes, 2021, v. 24, n. 4, p. 687, doi. 10.1007/s10687-021-00420-8
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- Publication type:
- Article
Works matching IS 13861999 AND DT 2021 AND VI 24 AND IP 4
Results: 8
1
2
Functional strong laws of large numbers for Euler characteristic processes of extreme sample clouds.
- Published in:
- Extremes, 2021, v. 24, n. 4, p. 699, doi. 10.1007/s10687-021-00419-1
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- Publication type:
- Article
3
Extremal clustering in non-stationary random sequences.
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- Extremes, 2021, v. 24, n. 4, p. 725, doi. 10.1007/s10687-021-00418-2
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- Publication type:
- Article
4
New characterizations of multivariate Max-domain of attraction and D-Norms.
- Published in:
- Extremes, 2021, v. 24, n. 4, p. 849, doi. 10.1007/s10687-021-00416-4
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- Publication type:
- Article
5
Extreme value theory for spatial random fields – with application to a Lévy-driven field.
- Published in:
- Extremes, 2021, v. 24, n. 4, p. 753, doi. 10.1007/s10687-021-00415-5
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- Publication type:
- Article
6
Randomly stopped extreme Zipf extensions.
- Published in:
- Extremes, 2021, v. 24, n. 4, p. 915, doi. 10.1007/s10687-021-00410-w
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- Publication type:
- Article
7
Threshold selection in univariate extreme value analysis.
- Published in:
- Extremes, 2021, v. 24, n. 4, p. 881, doi. 10.1007/s10687-021-00405-7
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- Publication type:
- Article
8
Conditional marginal expected shortfall.
- Published in:
- Extremes, 2021, v. 24, n. 4, p. 797, doi. 10.1007/s10687-020-00403-1
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- Publication type:
- Article