Cumulative Parisian ruin probability for two-dimensional Brownian risk model
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Publication:6192093
DOI10.37190/0208-4147.00090OpenAlexW4380519709MaRDI QIDQ6192093
Publication date: 12 February 2024
Published in: Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.37190/0208-4147.00090
Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Actuarial mathematics (91G05)
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