The time of ultimate recovery in Gaussian risk model (Q2322841)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The time of ultimate recovery in Gaussian risk model |
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The time of ultimate recovery in Gaussian risk model (English)
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5 September 2019
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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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