Finite-time ruin probability for correlated Brownian motions (Q5861813)

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scientific article; zbMATH DE number 7483112
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Finite-time ruin probability for correlated Brownian motions
scientific article; zbMATH DE number 7483112

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    Finite-time ruin probability for correlated Brownian motions (English)
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    2 March 2022
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    two-dimensional Brownian motion
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    exact asymptotics
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    ruin probability
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