Ruin probability for Gaussian integrated processes.
type: Item
instance of: scholarly article
title: Ruin probability for Gaussian integrated processes.
zbMATH Open document ID: 1059.60047
DOI: 10.1016/S0304-4149(01)00143-0
published in: Stochastic Processes and their Applications
publication date: 2005-02-25T00:00:00Z
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 68M20
zbMATH DE Number: 2138951
zbMATH Keywords: exact asymptotics
zbMATH Keywords: extremes
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: Gaussian process
zbMATH Keywords: logarithmic asymptotics
zbMATH Keywords: Pickands constants
author: Krzysztof Dȩbicki
MaRDI profile type: Publication
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Wikidata QID: Q127220208
description: scientific article; zbMATH DE number 2138951