Extremes of threshold-dependent Gaussian processes

Long Bai, Krzysztof Dȩbicki*, Enkelejd Hashorva, Lanpeng Ji

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

7 Citations (Scopus)

Abstract

In this paper, we are concerned with the asymptotic behavior, as u→ ∞, of P{supt∈[0,T]Xu(t)>u}, where Xu(t) , t∈ [0 , T] , u> 0 is a family of centered Gaussian processes with continuous trajectories. A key application of our findings concerns P{supt∈[0,T](X(t)+g(t))>u}, as u→ ∞, for X a centered Gaussian process and g some measurable trend function. Further applications include the approximation of both the ruin time and the ruin probability of the Brownian motion risk model with constant force of interest.

Original languageEnglish
Pages (from-to)1971-2002
Number of pages32
JournalScience China Mathematics
Volume61
Issue number11
DOIs
Publication statusPublished - 1 Nov 2018
Externally publishedYes

Keywords

  • 60G15
  • 60G70
  • Gaussian processes
  • extremes
  • fractional Brownian motion
  • ruin probability
  • ruin time

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