Parisian \& cumulative Parisian ruin probability for two-dimensional Brownian risk model (Q5080074)
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scientific article; zbMATH DE number 7533903
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| English | Parisian \& cumulative Parisian ruin probability for two-dimensional Brownian risk model |
scientific article; zbMATH DE number 7533903 |
Statements
Parisian & cumulative Parisian ruin probability for two-dimensional Brownian risk model (English)
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31 May 2022
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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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0.9233482480049132
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0.9048973321914672
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0.8977567553520203
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0.8697493672370911
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0.8527274131774902
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