"Parisian ruin of self-similar Gaussian risk processes."

Krzysztof Debicki, Enkelejd Hashorva, Lanpeng Ji (2015)

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DOI: 10.1017/S0021900200113373

access: closed

type: Journal Article

metadata version: 2020-04-16

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Krzysztof Debicki, Enkelejd Hashorva, Lanpeng Ji:
Parisian ruin of self-similar Gaussian risk processes. J. Appl. Probab. 52(3): 688-702 (2015)

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