Limit theorem for the moment of ruin for integrated Gaussian stationary process with power function as profit
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Publication:2513219
DOI10.3103/S0027132211040012zbMath1304.60044OpenAlexW2029685513MaRDI QIDQ2513219
Publication date: 2 February 2015
Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s0027132211040012
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