The time of ultimate recovery in Gaussian risk model (Q2322841)

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The time of ultimate recovery in Gaussian risk model
scientific article

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    title
    The time of ultimate recovery in Gaussian risk model (English)
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    author
    Krzysztof Dȩbicki
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    Peng Liu
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    published in
    Extremes
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    publication date
    5 September 2019
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    Mathematics Subject Classification ID
    60G15
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    60G70
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    60K25
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    zbMATH DE Number
    7101833
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    zbMATH Keywords
    Gaussian risk process
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    exact asymptotics
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    first ruin time
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    last ruin time
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    generalized Pickands-Piterbarg constant
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    OpenAlex ID
    W2964321473
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    arXiv ID
    1801.02469
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    cites work
    Q4864754
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    Wikidata QID
    Q128437447
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