Pages that link to "Item:Q3449926"

The following pages link to Parisian ruin of self-similar Gaussian risk processes (Q3449926):

Displaying 21 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)
• Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173) (← links)
• Finite time Parisian ruin of an integrated Gaussian risk model (Q512787) (← links)
• Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
• Extremal behavior of hitting a cone by correlated Brownian motion with drift (Q1630665) (← links)
• Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid (Q2044293) (← links)
• Parisian ruin probability for two-dimensional Brownian risk model (Q2070614) (← links)
• The time of ultimate recovery in Gaussian risk model (Q2322841) (← links)
• Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend (Q2689906) (← links)
• Some mathematical aspects of price optimisation (Q4583609) (← 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)
• Ruin probabilities for two collaborating insurance companies (Q4999842) (← links)
• Parisian ruin probability - the De Vylder type approximation (Q5062353) (← links)
• Parisian & cumulative Parisian ruin probability for two-dimensional Brownian risk model (Q5080074) (← links)
• Approximation of ruin probability and ruin time in discrete Brownian risk models (Q5140646) (← links)
• Uniform tail approximation of homogenous functionals of Gaussian fields (Q5233200) (← links)
• A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process (Q5871409) (← links)
• On the maxima of suprema of dependent Gaussian models (Q6067388) (← links)
• Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance (Q6596379) (← links)