Simultaneous ruin probability for multivariate Gaussian risk model
Details
Serval ID
serval:BIB_797A9490B0AC
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Simultaneous ruin probability for multivariate Gaussian risk model
Journal
Stochastic Processes and their Applications
ISSN
0304-4149
Publication state
Published
Issued date
06/2023
Peer-reviewed
Oui
Volume
160
Pages
386-408
Language
english
Keywords
Applied Mathematics, Modeling and Simulation, Statistics and Probability
Publisher's website
Open Access
Yes
Create date
30/04/2022 17:10
Last modification date
08/04/2023 5:51