Ruin probability for Gaussian integrated processes

Stochastic Processes and their Applications

Volumn 98, Issue 1, 2002, Pages 151-174

  Dȩbicki, Krzysztof ^a,b  

^a UNIVERSITY OF WROC AW   (Poland)

^b CWI   (Netherlands)

Author keywords

Exact asymptotics; Extremes; Fractional brownian motion; Gaussian process; Logarithmic asymptotics; Pickands constants

Indexed keywords

EID: 0036162320     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(01)00143-0     Document Type: Article

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