Pages that link to "Item:Q295101"

The following pages link to Parisian ruin over a finite-time horizon (Q295101):

Displaying 12 items.

• Parisian ruin of the Brownian motion risk model with constant force of interest (Q342743) (← links)
• Finite time Parisian ruin of an integrated Gaussian risk model (Q512787) (← links)
• Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
• Parisian ruin probability for two-dimensional Brownian risk model (Q2070614) (← links)
• Extrema of a Gaussian random field: Berman's sojourn time method (Q2161517) (← links)
• Approximation of sojourn times of Gaussian processes (Q2176363) (← links)
• The time of ultimate recovery in Gaussian risk model (Q2322841) (← links)
• Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon (Q4583618) (← links)
• Parisian & cumulative Parisian ruin probability for two-dimensional Brownian risk model (Q5080074) (← links)
• Approximation of ruin probability and ruin time in discrete Brownian risk models (Q5140646) (← links)
• Uniform tail approximation of homogenous functionals of Gaussian fields (Q5233200) (← links)
• Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance (Q6596379) (← links)