Parisian ruin of the Brownian motion risk model with constant force of interest
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Publication:342743
DOI10.1016/j.spl.2016.09.011zbMath1352.60114arXiv1606.07339OpenAlexW2964126064MaRDI QIDQ342743
Publication date: 18 November 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.07339
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Related Items (4)
Extremes of Lp-norm of vector-valued Gaussian processes with trend ⋮ Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon ⋮ Finite time Parisian ruin of an integrated Gaussian risk model ⋮ Parisian ruin probability for two-dimensional Brownian risk model
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