2024-03-29T06:53:59Z
http://repoint.unil.ch/oaiprovider/
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2024-03-23T02:32:42Z
serval:BIB_7600D55317F4
Finite time Parisian ruin of an integrated Gaussian risk model
10.1016/j.spl.2016.12.019
000395210700004
Peng
X.
author
Luo
L.
author
article
2017-05
Statistics & Probability Letters
0167-7152
journal
124
22-29
Integrated Gaussian process
Parisian ruin
Method of moments
Exact asymptotics
eng
60_published
peer-reviewed