Ruin probabilities in tough times - Part 2 - Heavy-traffic approximation   for fractionally differentiated 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 processes which encompass the fractionally differentiated 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