Two-dimensional Brownian risk model for cumulative Parisian ruin probability

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Serval ID
serval:BIB_E009BC1C86DB
Type
Autre: use this type when nothing else fits.
Collection
Publications
Institution
UNIL/CHUV
Title
Two-dimensional Brownian risk model for cumulative Parisian ruin probability
Author(s)
Krystecki K
Issued date
27/09/2021
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_E009BC1C86DB
Publisher's website
https://arxiv.org/abs/2109.12906
Open Access
Yes
Create date
02/05/2022 19:38
Last modification date
03/05/2022 6:34
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