Gatto, Riccardo; Mosimann, Michael Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion. (English) Zbl 1255.91179 Math. Comput. Modelling 55, No. 3-4, 1169-1185 (2012). MSC: 91B30 60H30 PDFBibTeX XMLCite \textit{R. Gatto} and \textit{M. Mosimann}, Math. Comput. Modelling 55, No. 3--4, 1169--1185 (2012; Zbl 1255.91179) Full Text: DOI
Totur, Ümit; Dik, Mehmet One-sided Tauberian conditions for a general summability method. (English) Zbl 1235.40009 Math. Comput. Modelling 54, No. 11-12, 2639-2644 (2011). MSC: 40E05 PDFBibTeX XMLCite \textit{Ü. Totur} and \textit{M. Dik}, Math. Comput. Modelling 54, No. 11--12, 2639--2644 (2011; Zbl 1235.40009) Full Text: DOI
Gatto, Riccardo Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes. (English) Zbl 1228.91036 Math. Comput. Modelling 54, No. 5-6, 1523-1535 (2011). MSC: 91B30 PDFBibTeX XMLCite \textit{R. Gatto}, Math. Comput. Modelling 54, No. 5--6, 1523--1535 (2011; Zbl 1228.91036) Full Text: DOI
Bisognin, C.; Lopes, S. R. C. Properties of seasonal long memory processes. (English) Zbl 1171.60336 Math. Comput. Modelling 49, No. 9-10, 1837-1851 (2009). MSC: 60G10 62M10 60G35 PDFBibTeX XMLCite \textit{C. Bisognin} and \textit{S. R. C. Lopes}, Math. Comput. Modelling 49, No. 9--10, 1837--1851 (2009; Zbl 1171.60336) Full Text: DOI
Matucci, Serena; Řehák, Pavel Rapidly varying decreasing solutions of half-linear difference equations. (English) Zbl 1165.39308 Math. Comput. Modelling 49, No. 7-8, 1692-1699 (2009). MSC: 39A11 PDFBibTeX XMLCite \textit{S. Matucci} and \textit{P. Řehák}, Math. Comput. Modelling 49, No. 7--8, 1692--1699 (2009; Zbl 1165.39308) Full Text: DOI
Dshalalow, J. H.; Liew, Agatha On fluctuations of a multivariate random walk with some applications to stock options trading and hedging. (English) Zbl 1133.91416 Math. Comput. Modelling 44, No. 9-10, 931-944 (2006). MSC: 91B28 60K05 60K10 PDFBibTeX XMLCite \textit{J. H. Dshalalow} and \textit{A. Liew}, Math. Comput. Modelling 44, No. 9--10, 931--944 (2006; Zbl 1133.91416) Full Text: DOI
Marinelli, C.; Rachev, S. T.; Roll, R. Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence. (English) Zbl 1006.60011 Math. Comput. Modelling 34, No. 9-11, 955-1001 (2001). Reviewer: Monique Pontier (Toulouse) MSC: 60E05 91B24 PDFBibTeX XMLCite \textit{C. Marinelli} et al., Math. Comput. Modelling 34, No. 9--11, 955--1001 (2001; Zbl 1006.60011) Full Text: DOI
Kokoszka, P. S.; Taqqu, M. S. Discrete time parametric models with long memory and infinite variance. (English) Zbl 0990.62080 Math. Comput. Modelling 29, No. 10-12, 203-215 (1999). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{P. S. Kokoszka} and \textit{M. S. Taqqu}, Math. Comput. Modelling 29, No. 10--12, 203--215 (1999; Zbl 0990.62080) Full Text: DOI