Pages that link to "Item:Q3440865"
From MaRDI portal
The following pages link to Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach (Q3440865):
Displaying 3 items.
- On average losses in the ruin problem with fractional Brownian motion as input (Q626279) (← links)
- Stochastic differential equations driven by fractional Brownian motion and Poisson point process (Q2345122) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)