On the \(\gamma\)-reflected processes with fBm input (Q746980)
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scientific article
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| English | On the \(\gamma\)-reflected processes with fBm input |
scientific article |
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On the \(\gamma\)-reflected processes with fBm input (English)
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22 October 2015
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\(\gamma\)-reflected process
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fractional Brownian motion
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risk process
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ruin probability
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ruin time
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maximum losses
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Pickands constant
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Piterbarg constant
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0.9098384380340576
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0.840089738368988
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0.8282119035720825
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0.7986878156661987
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0.7969540953636169
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