Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229): Difference between revisions

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Latest revision as of 13:57, 15 July 2024

scientific article; zbMATH DE number 6866027
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English
Ruin problem of a two-dimensional fractional Brownian motion risk process
scientific article; zbMATH DE number 6866027

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    Ruin problem of a two-dimensional fractional Brownian motion risk process (English)
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    3 May 2018
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    asymptotics
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    fractional Brownian motion
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    reinsurance
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    ruin probability
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    ruin time
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    two-dimensional risk process
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