The time of ultimate recovery in Gaussian risk model (Q2322841)
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scientific article; zbMATH DE number 7101833
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|---|---|---|---|
| default for all languages | No label defined |
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| English | The time of ultimate recovery in Gaussian risk model |
scientific article; zbMATH DE number 7101833 |
Statements
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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0.7840144038200378
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0.7659909725189209
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0.754459023475647
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0.7521210312843323
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0.7506948113441467
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