Parisian ruin of locally self-similar Gaussian processes.
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| Title: | Parisian ruin of locally self-similar Gaussian processes. |
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| Authors: | Novikov, Svyatoslav M.1 (AUTHOR) Svyatoslav.Novikov@unil.ch |
| Source: | Scandinavian Actuarial Journal. May2026, p1-27. 27p. |
| Database: | Business Source Ultimate |
| ISSN: | 03461238 |
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| DOI: | 10.1080/03461238.2026.2672546 |
