Parisian & cumulative Parisian ruin probability for two-dimensional Brownian risk model
Details
Serval ID
serval:BIB_3F063DD31153
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Parisian & cumulative Parisian ruin probability for two-dimensional Brownian risk model
Journal
Stochastics
ISSN
1744-2508
1744-2516
1744-2516
Publication state
Published
Issued date
19/05/2022
Peer-reviewed
Oui
Volume
94
Number
4
Pages
629-645
Language
english
Keywords
Modeling and Simulation, Statistics and Probability
Web of science
Create date
14/10/2021 8:46
Last modification date
02/01/2023 7:48
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