|
eCommons@Cornell >
College of Engineering >
Operations Research and Information Engineering >
ORIE Technical Reports >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/1813/9184
| Title: | Ruin problem, operational risk and how fast stochastic processes mix |
| Authors: | Embrechts, P.
Samorodnitsky, G. |
| Keywords: | Operations Research
Industrial Engineering
technical report |
| Issue Date: | Sep-2001 |
| Publisher: | Cornell University Operations Research and Industrial Engineering |
| Citation: | 1304 |
| Abstract: | Ruin problem, operational risk and how fast stochastic processes mix |
| URI: | http://hdl.handle.net/1813/9184 |
| Appears in Collections: | ORIE Technical Reports
|
Items in eCommons are protected by copyright, with all rights reserved, unless otherwise indicated.
|
