Ruin Probability for the Integrated Gaussian Process with Force of Interest
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Publication:5440642
DOI10.1239/jap/1189717538zbMath1131.60028OpenAlexW2070929756MaRDI QIDQ5440642
Publication date: 5 February 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1189717538
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Parisian ruin of the Brownian motion risk model with constant force of interest, Extremes of Lp-norm of vector-valued Gaussian processes with trend, Gaussian risk models with financial constraints, Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon
Cites Work
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