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

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+J65
@@ Property / Mathematics Subject Classification ID: 60J65 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G15
@@ Property / Mathematics Subject Classification ID: 60G15 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 60G70 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
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@@ Property / zbMATH DE Number @@
+6654515
@@ Property / zbMATH DE Number: 6654515 / rank @@
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@@ Property / zbMATH Keywords @@
+Brownian motion
@@ Property / zbMATH Keywords: Brownian motion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk model
@@ Property / zbMATH Keywords: risk model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Parisian ruin
@@ Property / zbMATH Keywords: Parisian ruin / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ruin probability
@@ Property / zbMATH Keywords: ruin probability / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ruin time
@@ Property / zbMATH Keywords: ruin time / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID: W2964126064 / rank @@
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@@ Property / arXiv ID @@
+.07339
@@ Property / arXiv ID: 1606.07339 / rank @@
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@@ Property / cites work @@
+On generalised Piterbarg constants
@@ Property / cites work: On generalised Piterbarg constants / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian risk models with financial constraints
@@ Property / cites work: Gaussian risk models with financial constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Parisian ruin of self-similar Gaussian risk processes
+Normal rank
@@ Property / cites work @@
+Parisian ruin over a finite-time horizon
@@ Property / cites work: Parisian ruin over a finite-time horizon / rank @@
+Normal rank
@@ Property / cites work @@
+Exact overflow asymptotics for queues with many Gaussian inputs
+Normal rank
@@ Property / cites work @@
+Remarks on “boundary crossing result for brownian motion”
+Normal rank
@@ Property / cites work @@
+Extremes of Gaussian processes over an infinite horizon
+Normal rank
@@ Property / cites work @@
+A diffusion approximation for the ruin function of a risk process with compounding assets
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin problems with compounding assets
@@ Property / cites work: Ruin problems with compounding assets / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation of Passage Times of γ-Reflected Processes with FBM Input
+Normal rank
@@ Property / cites work @@
+Piterbarg theorems for chi-processes with trend
@@ Property / cites work: Piterbarg theorems for chi-processes with trend / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin Probability for the Integrated Gaussian Process with Force of Interest
+Normal rank
@@ Property / cites work @@
+Extremes of a certain class of Gaussian processes
@@ Property / cites work: Extremes of a certain class of Gaussian processes / rank @@
+Normal rank
@@ Property / cites work @@
+A limit theorem for the time of ruin in a Gaussian ruin problem
+Normal rank
@@ Property / cites work @@
+Q4864754
@@ Property / cites work: Q4864754 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:342743