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Latest revision as of 00:29, 11 July 2024

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Parisian ruin of self-similar Gaussian risk processes
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    Parisian ruin of self-similar Gaussian risk processes (English)
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    30 October 2015
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    self-similar Gaussian risk processes
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    Parisian ruin probability
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    fractional Brownian motion
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    normal approximation
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    generalized Pickands' constant
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