Ruin probability for Gaussian integrated processes. (Q1766059)

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Ruin probability for Gaussian integrated processes.
scientific article

    Statements

    title
    Ruin probability for Gaussian integrated processes. (English)
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    publication date
    25 February 2005
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    zbMATH Keywords
    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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    author
    Krzysztof Dȩbicki
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    Identifiers

    Mathematics Subject Classification ID
    60G15
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    60G70
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    68M20
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    zbMATH DE Number
    2138951
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    Wikidata QID
    Q127220208
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