A limit theorem for the time of ruin in a Gaussian ruin problem

Hüsler, Jürg; Piterbarg, Vladimir (2008). A limit theorem for the time of ruin in a Gaussian ruin problem. Stochastic processes and their applications, 118(11), pp. 2014-2021. Amsterdam: Elsevier 10.1016/j.spa.2007.11.006

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Item Type:	Journal Article (Original Article)
Division/Institute:	08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science
UniBE Contributor:	Hüsler, Rudolf Jürg
ISSN:	0304-4149
Publisher:	Elsevier
Language:	English
Submitter:	Lutz Dümbgen
Date Deposited:	04 Oct 2013 15:22
Last Modified:	05 Dec 2022 14:25
Publisher DOI:	10.1016/j.spa.2007.11.006
Web of Science ID:	000260682000005
URI:	https://boris.unibe.ch/id/eprint/36890 (FactScience: 206355)