Ruin probability for Gaussian integrated processes. (Q1766059): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q282497 |
Changed an Item |
||
Property / author | |||
Property / author: Krzysztof Dȩbicki / rank | |||
Normal rank |
Revision as of 15:10, 12 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Ruin probability for Gaussian integrated processes. |
scientific article |
Statements
Ruin probability for Gaussian integrated processes. (English)
0 references
25 February 2005
0 references
exact asymptotics
0 references
extremes
0 references
fractional Brownian motion
0 references
Gaussian process
0 references
logarithmic asymptotics
0 references
Pickands constants
0 references