A limit theorem for the time of ruin in a Gaussian ruin problem (Q952737)
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scientific article; zbMATH DE number 5365969
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A limit theorem for the time of ruin in a Gaussian ruin problem |
scientific article; zbMATH DE number 5365969 |
Statements
A limit theorem for the time of ruin in a Gaussian ruin problem (English)
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14 November 2008
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Gaussian process
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nonstationary
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locally stationary
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ruin
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ruin time
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asymptotic behavior
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limit distributions
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