Parisian ruin over a finite-time horizon (Q295101): Difference between revisions
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| Property / DOI: 10.1007/S11425-015-5073-6 / rank | |||
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| Property / DOI: 10.1007/S11425-015-5073-6 / rank | |||
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Latest revision as of 13:38, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parisian ruin over a finite-time horizon |
scientific article |
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Parisian ruin over a finite-time horizon (English)
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17 June 2016
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Parisian ruin
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risk process
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Gaussian process
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Lévy process
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fractional Brownian motion
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standard Brownian motion
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tail asymptotics
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generalized Pickands constant
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generalized Piterbarg constant
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