Ruin probability for generalized \(\varphi\)-sub-Gaussian fractional Brownian motion (Q5430701)
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scientific article; zbMATH DE number 5220408
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| English | Ruin probability for generalized \(\varphi\)-sub-Gaussian fractional Brownian motion |
scientific article; zbMATH DE number 5220408 |
Statements
16 December 2007
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ruin probability
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risk process
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phi-sub-Gaussian process
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generalized fractional Brownian motion
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buffer overflow
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0.8293190598487854
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0.8184780478477478
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0.8177757859230042
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0.8050277233123779
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0.7996039390563965
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