Finite-time ruin probability for correlated Brownian motions

Details

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State: Public
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Serval ID
serval:BIB_D561B6F23D0D
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Finite-time ruin probability for correlated Brownian motions
Journal
Scandinavian Actuarial Journal
Author(s)
Dȩbicki Krzysztof, Hashorva Enkelejd, Krystecki Konrad
ISSN
0346-1238
1651-2030
Publication state
Published
Issued date
26/11/2021
Peer-reviewed
Oui
Volume
2021
Number
10
Pages
890-915
Language
english
Keywords
Statistics, Probability and Uncertainty, Economics and Econometrics, Statistics and Probability
OAI-PMH
oai:serval.unil.ch:BIB_D561B6F23D0D
DOI
10.1080/03461238.2021.1902853
Web of science
000640557000001
Create date
17/04/2021 19:27
Last modification date
03/12/2021 7:38
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