scientific article; zbMATH DE number 5520302

MaRDI QIDQ3607767zbMATHFDO

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

Publication date 28 February 2009

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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