@misc{Dębicki_Krzysztof_Aproksymacja_2006,
 author={Dębicki, Krzysztof},
 year={2006},
 rights={Wszystkie prawa zastrzeżone (Copyright)},
 description={Prace Naukowe Akademii Ekonomicznej we Wrocławiu; 2006; nr 1108, s. 231-243},
 publisher={Wydawnictwo Akademii Ekonomicznej im. Oskara Langego we Wrocławiu},
 language={pol},
 abstract={The family of Gaussian stochastic processes is widely used as a reach source of models in applied probability, including actuarial and financial mathematics. The paper reviews some recent results dealing with the approximation of the ruin probability under the condition that the risk process is modeled by a Gaussian stochastic process with stationary increments. General results are illustrated by two special classes of examples: fractional Brownian motions and integrated Gaussian processes. },
 title={Aproksymacja prawdopodobieństwa ruiny dla gaussowskiego procesu ryzyka},
 type={artykuł},
}