On the \(\gamma\)-reflected processes with fBm input (Q746980): Difference between revisions

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Latest revision as of 23:21, 10 July 2024

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On the \(\gamma\)-reflected processes with fBm input
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    On the \(\gamma\)-reflected processes with fBm input (English)
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    22 October 2015
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    \(\gamma\)-reflected process
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    fractional Brownian motion
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    risk process
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    ruin probability
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    ruin time
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    maximum losses
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    Pickands constant
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    Piterbarg constant
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