Pages that link to "Item:Q1630665"
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The following pages link to Extremal behavior of hitting a cone by correlated Brownian motion with drift (Q1630665):
Displayed 13 items.
- Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
- Approximation of some multivariate risk measures for Gaussian risks (Q1755129) (← links)
- Exact asymptotics of component-wise extrema of two-dimensional Brownian motion (Q2027089) (← links)
- Pandemic-type failures in multivariate Brownian risk models (Q2121639) (← links)
- Extremes of vector-valued Gaussian processes (Q2196388) (← links)
- Large deviations of bivariate Gaussian extrema (Q2297813) (← links)
- Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \) (Q2303023) (← links)
- Asymptotics of multivariate conditional risk measures for Gaussian risks (Q2415978) (← links)
- Simultaneous ruin probability for two-dimensional brownian risk model (Q3299453) (← links)
- Pickands-Piterbarg constants for self-similar Gaussian processes (Q4999838) (← links)
- Approximation of ruin probability and ruin time in discrete Brownian risk models (Q5140646) (← links)
- On the cumulative Parisian ruin of multi-dimensional Brownian motion risk models (Q5140652) (← links)
- Finite-time ruin probability for correlated Brownian motions (Q5861813) (← links)