Ruin probability for Gaussian integrated processes. (Q1766059)

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Ruin probability for Gaussian integrated processes.
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    Ruin probability for Gaussian integrated processes. (English)
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    25 February 2005
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    exact asymptotics
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    extremes
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    fractional Brownian motion
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    Gaussian process
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    logarithmic asymptotics
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    Pickands constants
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