Pages that link to "Item:Q2923431"
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The following pages link to Approximation of Passage Times of γ-Reflected Processes with FBM Input (Q2923431):
Displayed 13 items.
- Parisian ruin over a finite-time horizon (Q295101) (← links)
- Parisian ruin of the Brownian motion risk model with constant force of interest (Q342743) (← links)
- On the \(\gamma\)-reflected processes with fBm input (Q746980) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Sojourn times of Gaussian processes with trend (Q2209315) (← links)
- The time of ultimate recovery in Gaussian risk model (Q2322841) (← links)
- Parisian ruin of self-similar Gaussian risk processes (Q3449926) (← links)
- Gaussian risk models with financial constraints (Q4576907) (← links)
- Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063) (← links)
- Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon (Q4583618) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
- Approximation of ruin probability and ruin time in discrete Brownian risk models (Q5140646) (← links)
- Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids (Q5263983) (← links)