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
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
Open Access
Yes
Create date
30/04/2022 17:10
Last modification date
08/04/2023 5:51
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