Limit theorem for the moment of ruin for integrated Gaussian stationary process with power function as profit (Q2513219): Difference between revisions
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| Property / cites work: A storage model with self-similar input / rank | |||
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| Property / cites work: Extremes of a certain class of Gaussian processes / rank | |||
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| Property / cites work: A limit theorem for the time of ruin in a Gaussian ruin problem / rank | |||
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| Property / cites work: On average losses in the ruin problem with fractional Brownian motion as input / rank | |||
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| Property / cites work: Q4040198 / rank | |||
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| Property / cites work: Q4396586 / rank | |||
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| Property / full work available at URL: https://doi.org/10.3103/s0027132211040012 / rank | |||
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| Property / OpenAlex ID: W2029685513 / rank | |||
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Latest revision as of 08:27, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorem for the moment of ruin for integrated Gaussian stationary process with power function as profit |
scientific article |
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Limit theorem for the moment of ruin for integrated Gaussian stationary process with power function as profit (English)
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2 February 2015
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