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Browsing by Author Embrechts, P.

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Issue Date	Title	Author(s)
Sep-1996	How Heavy Are the Tails of a Stationary HARCH(k) Process? A Study of the Moments	Embrechts, P.; Samorodnitsky, G.; Dacorogna, M. M.; Muller, U. A.
Sep-2001	Ruin problem, operational risk and how fast stochastic processes mix	Embrechts, P.; Samorodnitsky, G.
Dec-2002	Ruin theory revisited: stochastic models for operational risk	Embrechts, P.; Samorodnitsky, G.
Jan-1996	Sample Quantiles of Heavy Tailed Stochastic Processes	Embrechts, P.; Samorodnitsky, G.

Showing results 1 to 4 of 4