Simultaneous Ruin Probability for Two-Dimensional Fractional Brownian Motion Risk Process over Discrete Grid

Details

Serval ID
serval:BIB_9E5D7059E5BB
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Simultaneous Ruin Probability for Two-Dimensional Fractional Brownian Motion Risk Process over Discrete Grid
Journal
Lithuanian Mathematical Journal
Author(s)
Jasnovidov Grigori
ISSN
0363-1672
1573-8825
Publication state
In Press
Peer-reviewed
Oui
Language
english
Keywords
General Mathematics
Open Access
Yes
Create date
30/04/2021 8:57
Last modification date
01/05/2021 6:32
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