Cumulative Parisian ruin probability for two-dimensional Brownian risk model
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Cites work
- Approximation of sojourn times of Gaussian processes
- Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment
- Exact asymptotics of component-wise extrema of two-dimensional Brownian motion
- Extremes of Gaussian processes over an infinite horizon
- Extremes of multidimensional Gaussian processes
- Extremes of vector-valued Gaussian processes
- Extremes of vector-valued Gaussian processes: exact asymptotics
- Finite-time ruin probability for correlated Brownian motions
- scientific article; zbMATH DE number 7662453 (Why is no real title available?)
- On the cumulative parisian ruin of multi-dimensional Brownian motion risk models
- On the distribution of cumulative Parisian ruin
- Pandemic-type failures in multivariate Brownian risk models
- Parisian ruin over a finite-time horizon
- Parisian ruin probability for spectrally negative Lévy processes
- Parisian ruin probability for two-dimensional Brownian risk model
- Queues and Lévy fluctuation theory
- Simultaneous ruin probability for two-dimensional Brownian risk model
- Sojourn times of Gaussian processes with trend
- Upcrossing Probabilities for Stationary Gaussian Processes
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