Uniform bounds for ruin probability in multidimensional risk model-Reference-Cited by-同舟云学术

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Uniform bounds for ruin probability in multidimensional risk model

Published:2022-11 Issue: Volume:190 Page:109622
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Kriukov Nikolai

Funder

Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference7 articles.

1. An Introduction to Continuity, Extrema, and Related Topics for General Gaussian Processes;Adler,1990

2. Pandemic-type failures in multivariate Brownian risk models;Dȩbicki;Extremes,2022

3. Finite-time ruin probability for correlated Brownian motions;Dȩbicki;Scand. Actuar. J.,2021

4. On continuity of pickands constants;Dȩbicki;J. Appl. Probab.,2022

5. Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment;Delsing,2018

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