Finite-time ruin probability of aggregate Gaussian processes (Q2940156)
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scientific article; zbMATH DE number 6390867
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| English | Finite-time ruin probability of aggregate Gaussian processes |
scientific article; zbMATH DE number 6390867 |
Statements
26 January 2015
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aggregate Gaussian processes
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perturbed risk processes
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Lévy processes
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bifractional Brownian motion
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risk aggregation
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subexponential risks
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0.8481860756874084
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0.8399415612220764
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0.8253358006477356
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0.8249568939208984
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0.8247772455215454
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