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Parisian Ruin Probability Of An Integrated Gaussian Risk Model - MaRDI portal

Parisian Ruin Probability Of An Integrated Gaussian Risk Model

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Publication:6278216

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DOI10.1016/J.SPL.2016.12.019arXiv1610.00522MaRDI QIDQ6278216

Li Luo, Xiaofan Peng

Publication date: 3 October 2016

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

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