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2005
Mark Performance analysis with truncated heavy-tailed distributions
Asmussen, S and Pihlsgård, Mats ^LU (2005) In Methodology and Computing in Applied Probability 7(4). p.439-457
- Contribution to journal › Article
1998
Mark Subexponential asymptotics for stochastic processes : extremal behavior, stationary distributions and first passage probabilities
Asmussen, Sören ^LU (1998) In Annals of Applied Probability 8(2). p.354-374
- Contribution to journal › Article
Mark Ruin probabilities and first passage times for self-similar processes.
Michna, Zbigniew ^LU (1998)
- Thesis › Doctoral thesis (compilation)