scientific article; zbMATH DE number 5520302

zbMATH Open1164.60354MaRDI QIDQ3607767FDOQ3607767

Authors: O. I. Vasylyk, R. E. Yamnenko 

Publication date: 28 February 2009

Title of this publication is not available (Why is that?)

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zbMATH Keywords

risk process\(\phi\)-sub-Gaussian random variableprobability of exceedingrandom Poisson sum

Mathematics Subject Classification ID

Gaussian processes (60G15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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