✦ LIBER ✦

The Ruin Problem for the Stationary Gaussian Process

✍ Scribed by Kobelkov, S. G.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Limit theorem for the moment of ruin for

✍ S. G. Kobelkov 📂 Article 📅 2011 🏛 Allerton Press Inc 🌐 English ⚖ 1007 KB

A limit theorem for the time of ruin in

✍ Jürg Hüsler; Vladimir Piterbarg 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 233 KB

Ruin probability for Gaussian integrated

✍ Krzysztof Dȩbicki 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 217 KB

Recurrent representation for stationary

✍ H. Morikawa 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 278 KB

Limit Theorems for Stationary Gaussian P

✍ Ryzhov, Yu M. 📂 Article 📅 1965 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 551 KB

The probability of ruin for the Inverse

✍ F Dufresne; H.U Gerber 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 715 KB