Search for dissertations about: "Zbigniew Michna"
Found 1 swedish dissertation containing the words Zbigniew Michna.
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1. Ruin probabilities and first passage times for self-similar processes
Abstract : This thesis investigates ruin probabilities and first passage times for self-similar processes. We propose self-similar processes as a risk model with claims appearing in good and bad periods. Then, in particular, we get the fractional Brownian motion with drift as a limit risk process. READ MORE
Result pages:
1