On the \(\gamma\)-reflected processes with fBm input (Q746980): Difference between revisions
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Revision as of 12:55, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the \(\gamma\)-reflected processes with fBm input |
scientific article |
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On the \(\gamma\)-reflected processes with fBm input (English)
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22 October 2015
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\(\gamma\)-reflected process
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fractional Brownian motion
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risk process
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ruin probability
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ruin time
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maximum losses
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Pickands constant
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Piterbarg constant
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