The Ruin Problem for the Stationary Gaussian Process
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Publication:5700624
DOI10.1137/S0040585X97980932zbMath1089.60022OpenAlexW2044823794MaRDI QIDQ5700624
Publication date: 28 October 2005
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97980932
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Related Items (4)
Gaussian risk models with financial constraints ⋮ On asymptotic constants in the theory of extremes for Gaussian processes ⋮ Finite time Parisian ruin of an integrated Gaussian risk model ⋮ Ruin Probability for the Integrated Gaussian Process with Force of Interest
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