Ruin probability for Gaussian integrated processes

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On asymptotic constants in the theory of extremes for Gaussian processes (2012, background): “These constants have remained so elusive that devising an estimation algorithm with certain performance guarantees has remained outside the scope of current methodology (Dȩbicki and Mandjes [18]).”
On the supremum of γ-reflected processes with fractional Brownian motion as input (2013, background): “Further (5) and (6) are valid for the standard deviation function ση and the correlation function rη with (s0, t0) replaced by (0, 0).”
Generalized Pickands constants and stationary max-stable processes (2016, background): “In [33] the positivity and finiteness of H W is shown under the two conditions C1 and C2 therein, which imply that σ(2) is a smooth, regularly varying function at both infinity and zero.”