Simultaneous ruin probability for multivariate Gaussian risk model (Q6044259)
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scientific article; zbMATH DE number 7686802
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| default for all languages | No label defined |
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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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0.91320544
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0.9117994
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0.90191084
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0.90182567
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0.8995604
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0.8974871
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0.8960417
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0.89245564
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