Parisian ruin over a finite-time horizon (Q295101)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parisian ruin over a finite-time horizon |
scientific article |
Statements
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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