Pages that link to "Item:Q952737"

The following pages link to A limit theorem for the time of ruin in a Gaussian ruin problem (Q952737):

Displaying 22 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)
• Long strange segments, ruin probabilities and the effect of memory on moving average processes (Q608211) (← links)
• On average losses in the ruin problem with fractional Brownian motion as input (Q626279) (← links)
• On the \(\gamma\)-reflected processes with fBm input (Q746980) (← links)
• The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences (Q907283) (← links)
• Conditional limit theorems for regulated fractional Brownian motion (Q1049559) (← links)
• Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
• Extremal behavior of hitting a cone by correlated Brownian motion with drift (Q1630665) (← links)
• Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
• Sojourn times of Gaussian processes with trend (Q2209315) (← links)
• The time of ultimate recovery in Gaussian risk model (Q2322841) (← links)
• Limit theorem for the moment of ruin for integrated Gaussian stationary process with power function as profit (Q2513219) (← links)
• Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend (Q2689906) (← links)
• Approximation of Passage Times of γ-Reflected Processes with FBM Input (Q2923431) (← links)
• Extremes and First Passage Times of Correlated Fractional Brownian Motions (Q3191880) (← 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)
• On the maxima of suprema of dependent Gaussian models (Q6067388) (← links)