Simultaneous ruin probability for multivariate Gaussian risk model (Q6044259)
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scientific article; zbMATH DE number 7686802
Language | Label | Description | Also known as |
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English | 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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