Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid (Q2044293)
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scientific article; zbMATH DE number 7378448
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| English | Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid |
scientific article; zbMATH DE number 7378448 |
Statements
Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid (English)
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4 August 2021
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fractional Brownian motion
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simultaneous ruin probability
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two-dimensional risk processes
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discrete models
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exact asymptotics
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0.8570183515548706
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0.8308303952217102
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0.8122586607933044
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0.8113367557525635
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0.8104110956192017
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