Ruin probability for Gaussian integrated processes. (Q1766059): Difference between revisions
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Property / author: Krzysztof Dȩbicki / rank | |||
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Property / author: Krzysztof Dȩbicki / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Latest revision as of 20:35, 14 August 2024
scientific article
Language | Label | Description | Also known as |
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English | Ruin probability for Gaussian integrated processes. |
scientific article |
Statements
Ruin probability for Gaussian integrated processes. (English)
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25 February 2005
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exact asymptotics
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extremes
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fractional Brownian motion
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Gaussian process
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logarithmic asymptotics
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Pickands constants
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