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Cited article:
Krzysztof Dȩbicki, Enkelejd Hashorva, Peng Liu
ESAIM: PS, 21 (2017) 495-535
Published online: 2018-01-08
This article has been cited by the following article(s):
The time of ultimate recovery in Gaussian risk model
Krzysztof Dȩbicki and Peng Liu
Extremes 22 (3) 499 (2019)
DOI: 10.1007/s10687-019-00343-5
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Approximation of ruin probability and ruin time in discrete Brownian risk models
Grigori Jasnovidov
Scandinavian Actuarial Journal 2020 (8) 718 (2020)
DOI: 10.1080/03461238.2020.1725911
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Extremes of nonstationary Gaussian fluid queues
Krzysztof Dȩbicki and Peng Liu
Advances in Applied Probability 50 (3) 887 (2018)
DOI: 10.1017/apr.2018.40
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Drawdown and Drawup for Fractional Brownian Motion with Trend
Long Bai and Peng Liu
Journal of Theoretical Probability 32 (3) 1581 (2019)
DOI: 10.1007/s10959-018-0836-y
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Exact asymptotics of component-wise extrema of two-dimensional Brownian motion
Krzysztof Dȩbicki, Lanpeng Ji and Tomasz Rolski
Extremes 23 (4) 569 (2020)
DOI: 10.1007/s10687-020-00387-y
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Pandemic-type failures in multivariate Brownian risk models
Krzysztof Dȩbicki, Enkelejd Hashorva and Nikolai Kriukov
Extremes 25 (1) 1 (2022)
DOI: 10.1007/s10687-021-00424-4
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Extremes of vector-valued Gaussian processes with Trend
Long Bai, Krzysztof Dȩbicki and Peng Liu
Journal of Mathematical Analysis and Applications 465 (1) 47 (2018)
DOI: 10.1016/j.jmaa.2018.04.069
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Sojourn Times of Gaussian Processes with Trend
Krzysztof Dȩbicki, Peng Liu and Zbigniew Michna
Journal of Theoretical Probability 33 (4) 2119 (2020)
DOI: 10.1007/s10959-019-00934-9
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Extremal behavior of hitting a cone by correlated Brownian motion with drift
Krzysztof Dȩbicki, Enkelejd Hashorva, Lanpeng Ji and Tomasz Rolski
Stochastic Processes and their Applications 128 (12) 4171 (2018)
DOI: 10.1016/j.spa.2018.02.002
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