Pages that link to "Item:Q4639229"
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The following pages link to Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229):
Displaying 8 items.
- Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid (Q2044293) (← links)
- Pandemic-type failures in multivariate Brownian risk models (Q2121639) (← links)
- Simultaneous ruin probability for two-dimensional brownian risk model (Q3299453) (← links)
- Running supremum of Brownian motion in dimension 2: exact and asymptotic results (Q5030981) (← links)
- Extrema of multi-dimensional Gaussian processes over random intervals (Q5067212) (← links)
- On the cumulative Parisian ruin of multi-dimensional Brownian motion risk models (Q5140652) (← links)
- Simultaneous ruin probability for multivariate Gaussian risk model (Q6044259) (← links)
- Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance (Q6596379) (← links)