On the ruin probability for Gaussian integrated process disturbed by diffusion (Q5319338)
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scientific article; zbMATH DE number 5583817
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| English | On the ruin probability for Gaussian integrated process disturbed by diffusion |
scientific article; zbMATH DE number 5583817 |
Statements
22 July 2009
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Brownian motion
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Gaussian process
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logarithmic asymptotic
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large deviation principle
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0.8677845001220703
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0.8278017044067383
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0.8161040544509888
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0.8157423138618469
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0.8094868659973145
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