Ruin probability approximation for bidimensional Brownian risk model with tax

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Serval ID
serval:BIB_C5BBA3FE609C
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Ruin probability approximation for bidimensional Brownian risk model with tax
Journal
Statistics Probability Letters
Author(s)
Shashkov Timofei
ISSN
0167-7152
Publication state
In Press
Peer-reviewed
Oui
Volume
217
Pages
110305
Language
english
DOI
10.1016/j.spl.2024.110305
Funding(s)
Swiss National Science Foundation / 200021-196888
Create date
20/11/2024 22:22
Last modification date
21/12/2024 20:39
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