Note on the tail behavior or random walk maxima with heavy tails and negative drift

Authors
Publication date 2003
Journal North American Actuarial Journal
Volume | Issue number 7 | 3
Pages (from-to) 57-61
Number of pages 5
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Permalink to this page
Back