On the cumulative parisian ruin of multi-dimensional Brownian motion risk models (Q5140652)
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scientific article; zbMATH DE number 7286472
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| English | On the cumulative parisian ruin of multi-dimensional Brownian motion risk models |
scientific article; zbMATH DE number 7286472 |
Statements
On the cumulative Parisian ruin of multi-dimensional Brownian motion risk models (English)
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16 December 2020
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multi-dimensional Brownian motion
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cumulative Parisian ruin
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exact asymptotics
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ruin probability
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quadratic programming problem
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0.9233482480049132
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0.8536197543144226
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0.8344774842262268
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0.8287619352340698
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0.825230598449707
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