Simultaneous ruin probability for multivariate Gaussian risk model

Details

Request a copyRequest a copy
Serval ID
serval:BIB_797A9490B0AC
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Simultaneous ruin probability for multivariate Gaussian risk model
Journal
Stochastic Processes and their Applications
Author(s)
Bisewski Krzysztof, Dȩbicki Krzysztof, Kriukov Nikolai
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
OAI-PMH
oai:serval.unil.ch:BIB_797A9490B0AC
DOI
10.1016/j.spa.2023.03.002
Publisher's website
https://arxiv.org/abs/2110.13477
Open Access
Yes
Create date
30/04/2022 18:10
Last modification date
08/04/2023 6:51
Usage data