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Approximation of passage times of gamma-reflected processes with fBm input
000342035400009
E.
Hashorva
author
L.
Ji
author
article
2014-09
Journal of Applied Probability
0021-9002
journal
51
3
713-726
Gaussian approximation
passage time
gamma-reflected process
workload process
risk process with tax
fractional Brownian motion
Piterbarg constant
Pickands constant
eng
60_published
peer-reviewed
https://serval.unil.ch/notice/serval:BIB_3A375409985A
https://serval.unil.ch/resource/serval:BIB_3A375409985A.P001/REF.pdf
http://nbn-resolving.org/urn/resolver.pl?urn=urn:nbn:ch:serval-BIB_3A375409985A5
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