Pages that link to "Item:Q1766059"
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The following pages link to Ruin probability for Gaussian integrated processes. (Q1766059):
Displaying 50 items.
- Extremes of stationary Gaussian storage models (Q291407) (← links)
- Parisian ruin over a finite-time horizon (Q295101) (← links)
- Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances (Q321758) (← links)
- Open problems in Gaussian fluid queueing theory (Q383192) (← links)
- On asymptotic constants in the theory of extremes for Gaussian processes (Q396021) (← links)
- On the infimum attained by the reflected fractional Brownian motion (Q488107) (← links)
- Extremes of locally stationary chi-square processes with trend (Q730347) (← links)
- A note on upper estimates for Pickands constants (Q730709) (← links)
- On the \(\gamma\)-reflected processes with fBm input (Q746980) (← links)
- Extreme values of portfolio of Gaussian processes and a trend (Q881407) (← links)
- On first and last ruin times of Gaussian processes (Q935830) (← links)
- Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes (Q952738) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
- Extremes of Gaussian random fields with regularly varying dependence structure (Q1675707) (← links)
- Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
- An Erdös-Révész type law of the iterated logarithm for reflected fractional Brownian motion (Q1693605) (← links)
- Subexponential asymptotics of hybrid fluid and ruin models (Q1774229) (← links)
- Extremes of standard multifractional Brownian motion (Q1987679) (← links)
- On extremal index of max-stable random fields (Q2044290) (← links)
- Derivative of the expected supremum of fractional Brownian motion at \(H=1\) (Q2095027) (← links)
- Exact asymptotics of Gaussian-driven tandem queues (Q2146397) (← links)
- Sojourn times of Gaussian processes with trend (Q2209315) (← links)
- Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics (Q2209321) (← links)
- On generalized Berman constants (Q2218838) (← links)
- On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes (Q2258969) (← links)
- Approximation of supremum of max-stable stationary processes \& Pickands constants (Q2297332) (← links)
- Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
- The time of ultimate recovery in Gaussian risk model (Q2322841) (← links)
- Piterbarg theorems for chi-processes with trend (Q2340037) (← links)
- Stochastic differential equations driven by fractional Brownian motion and Poisson point process (Q2345122) (← links)
- Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval (Q2393662) (← links)
- Large deviations of Shepp statistics for fractional Brownian motion (Q2435744) (← links)
- On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes (Q2445483) (← links)
- Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval (Q2447697) (← links)
- On the probability of conjunctions of stationary Gaussian processes (Q2453886) (← links)
- On the ruin probability for physical fractional Brownian motion (Q2485794) (← links)
- Extremes of Gaussian processes over an infinite horizon (Q2485824) (← links)
- Reduced-load equivalence for Gaussian processes (Q2488202) (← links)
- Extremes of Gaussian chaos processes with trend (Q2633360) (← links)
- Estimation of change-point models (Q2671953) (← links)
- Approximation of Passage Times of γ-Reflected Processes with FBM Input (Q2923431) (← links)
- Extremes and First Passage Times of Correlated Fractional Brownian Motions (Q3191880) (← 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)
- Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields (Q3448979) (← links)
- Parisian ruin of self-similar Gaussian risk processes (Q3449926) (← links)
- Generalized Pickands constants (Q3529749) (← links)
- Simulation of the Asymptotic Constant in Some Fluid Models (Q4414372) (← links)
- Exact overflow asymptotics for queues with many Gaussian inputs (Q4462698) (← links)
- Gaussian risk models with financial constraints (Q4576907) (← links)
