- Finite-time ruin probability for correlated Brownian motions
Description
- Title: Finite-time ruin probability for correlated Brownian motions
- Journal title: Scandinavian Actuarial Journal
- Creator: Dębicki, Krzysztof ; Hashorva, Enkelejd ; Krystecki, Konrad
- Pages: s. 890-915
- Description: Przy nazwisku Konrad Krystecki podwójna afiliacja : Mathematical Institute, University of Wrocław, Wrocław, Poland oraz Department of Actuarial Science, University of Lausanne, Lausanne, Switzerland.
- Date issued: 2021
- Type: Tekst
- Identifier: ISSN 0346-1238 ; https://doi.org/10.1080/03461238.2021.1902853
- Language: eng
- Has version: https://doi.org/10.1080/03461238.2021.1902853
- Detailed object type: art
- Object type: Artykuł
- Location: Vol. 2021, iss. 10 (2021)