Ruin probability for Gaussian integrated processes-Reference-Cited by-同舟云学术

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Ruin probability for Gaussian integrated processes

Published:2002-03 Issue:1 Volume:98 Page:151-174
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Dȩbicki Krzysztof

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference15 articles.

1. Regular variation;Bingham,1987

2. A note on LDP for supremum of Gaussian processes over infinite horizon;Dȩbicki;Statist. Probab. Lett.,1999

3. A Gaussian fluid model;Dȩbicki;Queue. Syst.,1995

4. Dȩbicki, K., Rolski, T., 2000. Gaussian fluid models; a survey. In: Symposium on Performance Models for Information Communication Networks, Sendai, Japan, 23–25.01.2000.

5. Extremes of a certain class of Gaussian processes;Hüsler;Stochast. Process. Appl.,1999

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