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Activity rates with very heavy tails |
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| Authors: | Thomas Mikosch Sidney Resnick |
| Affiliation: | 1. Laboratory of Actuarial Mathematics, University of Copenhagen, Universitetsparken 5, DK-2100 Copenhagen, Denmark;2. MaPhySto, The Danish Research Network for Mathematical Physics and Stochastics, Denmark;3. School of Operations Research and Industrial Engineering, Cornell University, Ithaca, NY 14853, USA |
| Abstract: | |
| Keywords: | Regular variation Infinite first moment Stable Lé vy motion |
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