Parisian ruin of self-similar Gaussian risk processes (Q3449926)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parisian ruin of self-similar Gaussian risk processes |
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Parisian ruin of self-similar Gaussian risk processes (English)
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30 October 2015
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self-similar Gaussian risk processes
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Parisian ruin probability
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fractional Brownian motion
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normal approximation
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generalized Pickands' constant
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