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Finite-time ruin probability of aggregate Gaussian processes

Type of publication Peer-reviewed
Publikationsform Original article (peer-reviewed)
Publication date 2014
Author Debicki K., Hashorva E., Ji L., Tan Z.,
Project Extremes of Gaussian Processes and Related Random Fields
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Original article (peer-reviewed)

Journal Markov Processes and Related Fields
Volume (Issue) 20
Page(s) 435 - 450
Title of proceedings Markov Processes and Related Fields

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