Parisian ruin over a finite-time horizon (Q295101)
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scientific article; zbMATH DE number 6594677
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Parisian ruin over a finite-time horizon |
scientific article; zbMATH DE number 6594677 |
Statements
Parisian ruin over a finite-time horizon (English)
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17 June 2016
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Parisian ruin
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risk process
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Gaussian process
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Lévy process
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fractional Brownian motion
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standard Brownian motion
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tail asymptotics
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generalized Pickands constant
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generalized Piterbarg constant
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0.9019596576690674
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0.8741179704666138
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0.8739333152770996
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0.8564286231994629
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0.8525515794754028
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