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

Published 2007 View Full Article

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Title
A limit theorem for the time of ruin in a Gaussian ruin problem
Authors
Keywords
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Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 118, Issue 11, Pages 2014-2021
Publisher
Elsevier BV
Online
2007-11-27
DOI
10.1016/j.spa.2007.11.006

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