Pages that link to "Item:Q626279"
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The following pages link to On average losses in the ruin problem with fractional Brownian motion as input (Q626279):
Displaying 10 items.
- A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion (Q436299) (← links)
- Bounds on the expected value of maximum loss of fractional Brownian motion (Q491710) (← links)
- Generalized sub-Gaussian fractional Brownian motion queueing model (Q742454) (← links)
- On the \(\gamma\)-reflected processes with fBm input (Q746980) (← links)
- Limit theorem for the moment of ruin for integrated Gaussian stationary process with power function as profit (Q2513219) (← links)
- On the distribution of storage processes from the class \(V(\varphi,\psi)\) (Q2890733) (← links)
- Application of $$\varphi$$ -Sub-Gaussian Random Processes in Queueing Theory (Q2946083) (← links)
- Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case (Q3079980) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
- On the maxima of suprema of dependent Gaussian models (Q6067388) (← links)
