Parisian ruin of the Brownian motion risk model with constant force of interest (Q342743): Difference between revisions

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+W2964126064
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+.07339
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@@ Property / cites work @@
+On generalised Piterbarg constants
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+Gaussian risk models with financial constraints
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+Normal rank
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+Parisian ruin of self-similar Gaussian risk processes
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+Parisian ruin over a finite-time horizon
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+Exact overflow asymptotics for queues with many Gaussian inputs
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+Remarks on “boundary crossing result for brownian motion”
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+Extremes of Gaussian processes over an infinite horizon
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+A diffusion approximation for the ruin function of a risk process with compounding assets
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+Q4343010
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+Ruin problems with compounding assets
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+Approximation of Passage Times of γ-Reflected Processes with FBM Input
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+Piterbarg theorems for chi-processes with trend
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+Ruin Probability for the Integrated Gaussian Process with Force of Interest
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+Extremes of a certain class of Gaussian processes
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+A limit theorem for the time of ruin in a Gaussian ruin problem
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