Finite-time ruin probability of aggregate Gaussian processes (Q2940156)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-time ruin probability of aggregate Gaussian processes |
scientific article |
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26 January 2015
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aggregate Gaussian processes
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perturbed risk processes
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Lévy processes
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bifractional Brownian motion
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risk aggregation
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subexponential risks
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math.PR
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