Finite-time ruin probability for correlated Brownian motions (Q5861813)
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scientific article; zbMATH DE number 7483112
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English | 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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