Finite time Parisian ruin of an integrated Gaussian risk model (Q512787): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60G15 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G70 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6689766 / rank | |||
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integrated Gaussian process | |||
| Property / zbMATH Keywords: integrated Gaussian process / rank | |||
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Parisian ruin | |||
| Property / zbMATH Keywords: Parisian ruin / rank | |||
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method of moments | |||
| Property / zbMATH Keywords: method of moments / rank | |||
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exact asymptotics | |||
| Property / zbMATH Keywords: exact asymptotics / rank | |||
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Revision as of 04:14, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite time Parisian ruin of an integrated Gaussian risk model |
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Finite time Parisian ruin of an integrated Gaussian risk model (English)
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28 February 2017
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integrated Gaussian process
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Parisian ruin
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method of moments
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exact asymptotics
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