On the \(\gamma\)-reflected processes with fBm input (Q746980)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the \(\gamma\)-reflected processes with fBm input |
scientific article |
Statements
On the \(\gamma\)-reflected processes with fBm input (English)
0 references
22 October 2015
0 references
\(\gamma\)-reflected process
0 references
fractional Brownian motion
0 references
risk process
0 references
ruin probability
0 references
ruin time
0 references
maximum losses
0 references
Pickands constant
0 references
Piterbarg constant
0 references
0 references
0 references
0 references
