Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon (Q4583618)
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scientific article; zbMATH DE number 6930176
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| English | Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon |
scientific article; zbMATH DE number 6930176 |
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Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon (English)
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31 August 2018
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Parisian ruin
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ruin probability
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ruin time
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Brownian motion
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0.9424673
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0.91961384
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0.9167955
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0.9142454
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0.90691036
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0.9037957
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0.90262276
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0.9024453
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0.9006962
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