On the cumulative Parisian ruin of multi-dimensional Brownian motion risk models

Lanpeng Ji

Year of publication:	2020
Authors:	Ji, Lanpeng
Subject:	cumulative Parisian ruin \| exact asymptotics \| Multi-dimensional Brownian motion \| quadratic programming problem \| ruin probability \| Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Risiko \| Risk \| Wahrscheinlichkeitsrechnung \| Probability theory \| Mathematische Optimierung \| Mathematical programming \| Risikomodell \| Risk model

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