Pages that link to "Item:Q5861813"
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The following pages link to Finite-time ruin probability for correlated Brownian motions (Q5861813):
Displaying 5 items.
- Occupation probability of a correlated random walk and a correlated ruin problem (Q1819472) (← 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)
- Estimates for the finite-time ruin probability of a time-dependent risk model with a Brownian perturbation (Q6534849) (← links)
- Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities (Q6633969) (← links)