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 |
Statements
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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0.8354660272598267
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0.8176321983337402
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0.8141800761222839
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0.8054046630859375
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0.7806054353713989
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