Ruin probability for Gaussian integrated processes. (Q1766059)
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scientific article; zbMATH DE number 2138951
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probability for Gaussian integrated processes. |
scientific article; zbMATH DE number 2138951 |
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Ruin probability for Gaussian integrated processes. (English)
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25 February 2005
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exact asymptotics
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extremes
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fractional Brownian motion
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Gaussian process
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logarithmic asymptotics
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Pickands constants
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