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Uniform bounds for ruin probability in multidimensional risk model - MaRDI portal

Uniform bounds for ruin probability in multidimensional risk model (Q2081756)

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Uniform bounds for ruin probability in multidimensional risk model
scientific article

    Statements

    title
    Uniform bounds for ruin probability in multidimensional risk model (English)
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    author
    Nikolai Kriukov
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    publication date
    30 September 2022
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    zbMATH Keywords
    Brownian risk model
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    Brownian motion
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    simultaneous ruin probability
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    uniform bounds
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    Identifiers

    zbMATH DE Number
    7595490
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    OpenAlex ID
    W4286435923
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    Wikidata QID
    Q114130439
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    arXiv ID
    2205.06923
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