Simultaneous ruin probability for two-dimensional Brownian risk model (Q3299453)
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scientific article; zbMATH DE number 7224248
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| English | Simultaneous ruin probability for two-dimensional Brownian risk model |
scientific article; zbMATH DE number 7224248 |
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Simultaneous ruin probability for two-dimensional brownian risk model (English)
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22 July 2020
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two-dimensional 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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0.8977567553520203
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0.8485180735588074
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0.8478338122367859
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0.8413692712783813
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0.837783694267273
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