Gaussian risk models with financial constraints (Q4576907): Difference between revisions

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+Random Fields and Geometry
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+Extremes of Gaussian processes over an infinite horizon
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+Ruin probability for Gaussian integrated processes.
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+Exact overflow asymptotics for queues with many Gaussian inputs
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+Convolution equivalent Lévy processes and first passage times
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+Path decomposition of ruinous behavior for a general Lévy insurance risk process
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+Approximation of Passage Times of γ-Reflected Processes with FBM Input
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+On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input
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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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+On the ruin probability for physical fractional Brownian motion
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+A limit theorem for the time of ruin in a Gaussian ruin problem
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+On first and last ruin times of Gaussian processes
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+The Ruin Problem for the Stationary Gaussian Process
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+Non-life insurance mathematics. An introduction with stochastic processes.
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