Ruin Probability for the Integrated Gaussian Process with Force of Interest
From MaRDI portal
Publication:5440642
DOI10.1239/jap/1189717538zbMath1131.60028OpenAlexW2070929756MaRDI QIDQ5440642
Publication date: 5 February 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1189717538
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (4)
Parisian ruin of the Brownian motion risk model with constant force of interest ⋮ Extremes of Lp-norm of vector-valued Gaussian processes with trend ⋮ Gaussian risk models with financial constraints ⋮ Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
- Ruin problems and dual events
- Extremes of a certain class of Gaussian processes
- Ruin probability for Gaussian integrated processes.
- On the ruin probability for physical fractional Brownian motion
- The Ruin Problem for the Stationary Gaussian Process
This page was built for publication: Ruin Probability for the Integrated Gaussian Process with Force of Interest
