On first and last ruin times of Gaussian processes (Q935830): Difference between revisions

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+The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion.
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+Boundary Crossing Probabilities for Stationary Gaussian Processes and Brownian Motion
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+A remark on the moments of ruin time in classical risk theory
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+Ruin probability for Gaussian integrated processes.
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+Extremes of Gaussian processes over an infinite horizon
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+On the moments of ruin and recovery times
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+Extremes of a certain class of Gaussian processes
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+Limit theorem for maximum of the storage process with fractional Brownian motion as input
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+Extreme values of portfolio of Gaussian processes and a trend
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+The joint density function of three characteristics on jump-diffusion risk process.
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