Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid (Q2044293)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid |
scientific article |
Statements
Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid (English)
0 references
4 August 2021
0 references
fractional Brownian motion
0 references
simultaneous ruin probability
0 references
two-dimensional risk processes
0 references
discrete models
0 references
exact asymptotics
0 references
0 references
0.8570183515548706
0 references
0.8308303952217102
0 references
0.8122586607933044
0 references
0.8113367557525635
0 references
0.8104110956192017
0 references
