Pages that link to "Item:Q1277066"
From MaRDI portal
The following pages link to Self-similar processes in collective risk theory (Q1277066):
Displayed 16 items.
- Parisian ruin over a finite-time horizon (Q295101) (← links)
- A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion (Q436299) (← links)
- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (Q488106) (← links)
- Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
- Extremes of randomly scaled Gumbel risks (Q1674367) (← links)
- On the asymptotics of supremum distribution for some iterated processes (Q1675710) (← links)
- Pricing of equity indexed annuity under fractional Brownian motion model (Q1723974) (← links)
- Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion (Q2039768) (← links)
- The time of ultimate recovery in Gaussian risk model (Q2322841) (← links)
- Stochastic differential equations driven by fractional Brownian motion and Poisson point process (Q2345122) (← links)
- Some Maximal Inequalities for Fractional Brownian Motion with Polynomial Drift (Q2854340) (← links)
- Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach (Q3440865) (← links)
- Parisian ruin of self-similar Gaussian risk processes (Q3449926) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
- Maximal Inequalities for Fractional Brownian Motion: An Overview (Q5420649) (← links)
- Simultaneous ruin probability for multivariate Gaussian risk model (Q6044259) (← links)