Parisian ruin probability for two-dimensional Brownian risk model

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Serval ID
serval:BIB_4A80D9BAFBFA
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Parisian ruin probability for two-dimensional Brownian risk model
Journal
Statistics & Probability Letters
Author(s)
Krystecki Konrad
ISSN
0167-7152
Publication state
Published
Issued date
03/2022
Peer-reviewed
Oui
Volume
182
Pages
109327
Language
english
Keywords
Statistics, Probability and Uncertainty, Statistics and Probability
OAI-PMH
oai:serval.unil.ch:BIB_4A80D9BAFBFA
DOI
10.1016/j.spl.2021.109327
Funding(s)
Swiss National Science Foundation / 200021-196888
Create date
26/12/2021 18:23
Last modification date
27/12/2021 7:32
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