Ruin probability in a two-dimensional model with correlated Brownian motions (Q5003356)
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scientific article; zbMATH DE number 7373539
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probability in a two-dimensional model with correlated Brownian motions |
scientific article; zbMATH DE number 7373539 |
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Ruin probability in a two-dimensional model with correlated Brownian motions (English)
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21 July 2021
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ruin probabilities
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optimal control problem
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collaboration
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two-dimensional Brownian motion
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correlated Brownian motions
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