Parisian & cumulative Parisian ruin probability for two-dimensional Brownian risk model (Q5080074)
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scientific article; zbMATH DE number 7533903
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parisian & cumulative Parisian ruin probability for two-dimensional Brownian risk model |
scientific article; zbMATH DE number 7533903 |
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Parisian & cumulative Parisian ruin probability for two-dimensional Brownian risk model (English)
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31 May 2022
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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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