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

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Serval ID
serval:BIB_9E5D7059E5BB
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
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
Published
Issued date
04/2021
Peer-reviewed
Oui
Volume
61
Number
2
Pages
246-260
Language
english
Keywords
General Mathematics
OAI-PMH
oai:serval.unil.ch:BIB_9E5D7059E5BB
DOI
10.1007/s10986-021-09518-9
Web of science
000645181900001
Create date
30/04/2021 7:57
Last modification date
27/12/2021 6:32
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