Finite time Parisian ruin of an integrated Gaussian risk model (Q512787)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite time Parisian ruin of an integrated Gaussian risk model |
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Finite time Parisian ruin of an integrated Gaussian risk model (English)
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28 February 2017
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integrated Gaussian process
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Parisian ruin
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method of moments
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exact asymptotics
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