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Simultaneous ruin probability for two-dimensional brownian risk model - MaRDI portal

Simultaneous ruin probability for two-dimensional brownian risk model (Q3299453)

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Simultaneous ruin probability for two-dimensional brownian risk model
scientific article

    Statements

    title
    Simultaneous ruin probability for two-dimensional brownian risk model (English)
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    author
    Krzysztof Dȩbicki
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    Zbigniew Michna
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    Enkelejd Hashorva
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    publication date
    22 July 2020
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    zbMATH Keywords
    two-dimensional Brownian risk model
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    Brownian motion
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    simultaneous ruin probability
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    simultaneous ruin time
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    ruin time approximation
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    cites work
    Tandem Brownian queues
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    Q4864754
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    Q5254866
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    Identifiers

    DOI
    10.1017/jpr.2020.14
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    Mathematics Subject Classification ID
    60G15
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    60G70
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    91B05
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    zbMATH DE Number
    7224248
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    OpenAlex ID
    W3043479488
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    arXiv ID
    1811.04470
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