Finite-time ruin probability for correlated Brownian motions
Krzysztof Dȩbicki, Enkelejd Hashorva and Konrad Krystecki
| Year of publication: |
2021
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|---|---|
| Authors: | Dębicki, Krzysztof ; Hashorva, Enkelejd ; Krystecki, Konrad |
| Subject: | exact asymptotics | Primary 60G15 | ruin probability | Secondary 60G70 | Two-dimensional Brownian motion | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2021.1902853 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012696892