Finite time Parisian ruin of an integrated Gaussian risk model (Q512787)
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scientific article; zbMATH DE number 6689766
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| English | Finite time Parisian ruin of an integrated Gaussian risk model |
scientific article; zbMATH DE number 6689766 |
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Finite time Parisian ruin of an integrated Gaussian risk model (English)
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28 February 2017
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integrated Gaussian process
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Parisian ruin
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method of moments
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exact asymptotics
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0.9019596576690674
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0.8848903775215149
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0.843640148639679
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0.840316116809845
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0.8329681754112244
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