Simultaneous ruin probability for two-dimensional brownian risk model.

Krzysztof Debicki Enkelejd Hashorva Zbigniew Michna

Published in: J. Appl. Probab. (2020)

Keyphrases

computational model
mathematical model
probabilistic model
experimental data
similarity measure
probability distribution
theoretical analysis
high level
prior knowledge
simulation model
formal model
risk assessment