Simultaneous ruin probability for multivariate Gaussian risk model
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Publication:6044259
DOI10.1016/j.spa.2023.03.002zbMath1511.60061arXiv2110.13477OpenAlexW3209930071MaRDI QIDQ6044259
Krzysztof Dȩbicki, Nikolai Kriukov, Krzysztof Bisewski
Publication date: 17 May 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.13477
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