Ruin probabilities in tough times - Part 1 - Heavy-traffic approximation   for fractionally integrated random walks in the domain of attraction of a   nonGaussian stable distribution
  Motivated by applications to insurance mathematics, we prove some heavy-traffic limit theorems for process which encompass the fractionally integrated random walk as well as some FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution. 
Ph. Barbe (CNRS), W.P. McCormick (UGA)
math.PR q-fin.RM