A limit theorem for the time of ruin in a Gaussian ruin problem (Q952737)
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scientific article; zbMATH DE number 5365969
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| English | A limit theorem for the time of ruin in a Gaussian ruin problem |
scientific article; zbMATH DE number 5365969 |
Statements
A limit theorem for the time of ruin in a Gaussian ruin problem (English)
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14 November 2008
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Gaussian process
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nonstationary
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locally stationary
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ruin
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ruin time
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asymptotic behavior
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limit distributions
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0.8750295042991638
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0.8481860756874084
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0.8379931449890137
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0.8124923706054688
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0.7980049252510071
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