Simultaneous ruin probability for multivariate Gaussian risk model (Q6044259)

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scientific article; zbMATH DE number 7686802
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Simultaneous ruin probability for multivariate Gaussian risk model
scientific article; zbMATH DE number 7686802

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    Simultaneous ruin probability for multivariate Gaussian risk model (English)
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    17 May 2023
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    multivariate Gaussian risk model
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    simultaneous ruin probability
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    supremum of a Gaussian process
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