Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid (Q2044293)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid |
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Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid (English)
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4 August 2021
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fractional Brownian motion
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simultaneous ruin probability
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two-dimensional risk processes
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discrete models
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exact asymptotics
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