Parisian & cumulative Parisian ruin probability for two-dimensional Brownian risk model (Q5080074): Difference between revisions
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| Property / cites work: Parisian ruin of self-similar Gaussian risk processes / rank | |||
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| Property / cites work: Parisian ruin over a finite-time horizon / rank | |||
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| Property / cites work: Simultaneous ruin probability for two-dimensional brownian risk model / rank | |||
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| Property / cites work: Sojourn times of Gaussian processes with trend / rank | |||
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| Property / cites work: Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment / rank | |||
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Latest revision as of 03:08, 29 July 2024
scientific article; zbMATH DE number 7533903
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parisian & cumulative Parisian ruin probability for two-dimensional Brownian risk model |
scientific article; zbMATH DE number 7533903 |
Statements
Parisian & cumulative Parisian ruin probability for two-dimensional Brownian risk model (English)
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31 May 2022
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Brownian risk model
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Brownian motion
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simultaneous ruin probability
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simultaneous ruin time
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ruin time approximation
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