Parisian ruin of self-similar Gaussian risk processes.

Krzysztof Debicki Enkelejd Hashorva Lanpeng Ji

Published in: J. Appl. Probab. (2015)

Keyphrases

high risk
hidden markov models
risk management
risk assessment
maximum likelihood
gaussian mixture model
communication channels
evolutionary process
minimum risk
poisson distribution
data sets
decision making
information technology
computational models
gaussian noise
impulse response