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Subexponential Asymptotics of Hybrid Fluid and Ruin Models
by
Zwart, Bert
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Borst, Sem
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Dȩbicki, Krzystof
Published in
The Annals of applied probability
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The supremum of a Gaussian process over a random interval
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Dȩbicki, Krzystof
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Zwart, Bert
,
Borst, Sem
Published in
Statistics & probability letters
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Subexponential asymptotics of hybrid fluid and ruin models
by
Zwart, Bert
,
Borst, Sem
,
Debicki, Krzystof
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arXiv.org
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