Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229)
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scientific article; zbMATH DE number 6866027
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin problem of a two-dimensional fractional Brownian motion risk process |
scientific article; zbMATH DE number 6866027 |
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Ruin problem of a two-dimensional fractional Brownian motion risk process (English)
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3 May 2018
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asymptotics
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fractional Brownian motion
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reinsurance
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ruin probability
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ruin time
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two-dimensional risk process
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