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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+A storage model with self-similar input
@@ Property / cites work: A storage model with self-similar input / rank @@
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+Extremes of a certain class of Gaussian processes
@@ Property / cites work: Extremes of a certain class of Gaussian processes / rank @@
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+A limit theorem for the time of ruin in a Gaussian ruin problem
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+On average losses in the ruin problem with fractional Brownian motion as input
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+Q4040198
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+Q4396586
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+https://doi.org/10.3103/s0027132211040012
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+W2029685513
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+Publication:2513219