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Pandemic-type failures in multivariate Brownian risk models - MaRDI portal

Pandemic-type failures in multivariate Brownian risk models (Q2121639)

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Pandemic-type failures in multivariate Brownian risk models
scientific article

    Statements

    title
    Pandemic-type failures in multivariate Brownian risk models (English)
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    author
    Krzysztof Dȩbicki
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    Enkelejd Hashorva
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    Nikolai Kriukov
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    published in
    Extremes
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    publication date
    4 April 2022
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    zbMATH Keywords
    multivariate Brownian risk model
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    probability of multiple simultaneous failures
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    simultaneous ruin probability
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    failure time
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    exact asymptotics
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    pandemic-type events
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    cites work
    Tandem Brownian queues
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    Q4864754
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    Identifiers

    zbMATH DE Number
    7502777
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    OpenAlex ID
    W3200735360
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    arXiv ID
    2008.07480
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