Parisian ruin over a finite-time horizon (Q295101): Difference between revisions

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+The supremum of a process with stationary independent and symmetric increments
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+Brownian Excursions and Parisian Barrier Options
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+Parisian ruin probability with a lower ultimate bankrupt barrier
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+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
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+Dividend problem with Parisian delay for a spectrally negative Lévy risk process
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+Ruin probability for Gaussian integrated processes.
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+Parisian ruin of self-similar Gaussian risk processes
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+Gaussian risk models with financial constraints
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+On the infimum attained by the reflected fractional Brownian motion
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+Extremes of Gaussian processes over an infinite horizon
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+On asymptotic constants in the theory of extremes for Gaussian processes
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+Aggregation of log-linear risks
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+Q4343010
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+Normal rank
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+Asymptotics of large deviation probabilities for Gaussian fields
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+An Introduction to Heavy-Tailed and Subexponential Distributions
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+Exact tail asymptotics in bivariate scale mixture models
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+Extremes of aggregated Dirichlet risks
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+Normal rank
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+Approximation of Passage Times of γ-Reflected Processes with FBM Input
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+Piterbarg theorems for chi-processes with trend
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+Normal rank
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+On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input
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+Extremes of a certain class of Gaussian processes
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+A limit theorem for the time of ruin in a Gaussian ruin problem
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+Parisian ruin probability for spectrally negative Lévy processes
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+Self-similar processes in collective risk theory
@@ Property / cites work: Self-similar processes in collective risk theory / rank @@
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+Upcrossing Probabilities for Stationary Gaussian Processes
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+Q4864754
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+Q5254866
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+Q4301585
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+Extremes of Shepp statistics for fractional Brownian motion
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