Keyword

cycle maximum (1)
extremal index (1)
extreme value (1)
frechet distribution (1)
gumbel distribution (1)
interest force (1)
level crossing (1)
maximum domain of attraction (1)
overshoot distribution (1)
random walk (1)
rare event (1)
regular variation (1)
ruin probability (1)
stable process (1)
storage process (1)
subexponential distribution (1)

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