Dȩbicki, Krzysztof and Liu, Peng (2019) The time of ultimate recovery in Gaussian risk model. Extremes, 22 (3). pp. 499-521. DOI https://doi.org/10.1007/s10687-019-00343-5
Dȩbicki, Krzysztof and Liu, Peng (2019) The time of ultimate recovery in Gaussian risk model. Extremes, 22 (3). pp. 499-521. DOI https://doi.org/10.1007/s10687-019-00343-5
Dȩbicki, Krzysztof and Liu, Peng (2019) The time of ultimate recovery in Gaussian risk model. Extremes, 22 (3). pp. 499-521. DOI https://doi.org/10.1007/s10687-019-00343-5
Abstract
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Gaussian risk process; Exact asymptotics; First ruin time; Last ruin time; Generalized Pickands-Piterbarg constant |
| Divisions: | Faculty of Science and Health Faculty of Science and Health > Mathematics, Statistics and Actuarial Science, School of |
| SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
| Depositing User: | Unnamed user with email elements@essex.ac.uk |
| Date Deposited: | 04 Feb 2021 11:09 |
| Last Modified: | 30 Oct 2024 19:14 |
| URI: | http://repository.essex.ac.uk/id/eprint/28166 |
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Filename: Recoverytime.pdf
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