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On the cumulative Parisian ruin of multi-dimensional Browni..:
Ji, Lanpeng
Scandinavian Actuarial Journal. 2020 (2020) 9 - p. 819-842 , 2020
Link:
https://doi.org/10.1080/03461238.2020.1758762
RT Journal T1 <Title>On the cumulative Parisian ruin of multi-dimensional Brownian motion risk models</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_03461238.2020.1758762&Exemplar=1&LAN=DE A1 Ji, Lanpeng PB Informa UK Limited YR 2020 SN 0346-1238 SN 1651-2030 JF Scandinavian Actuarial Journal VO 2020 IS 9 SP 819 OP 842 LK http://dx.doi.org/https://doi.org/10.1080/03461238.2020.1758762 DO https://doi.org/10.1080/03461238.2020.1758762 SF ELIB - SuUB Bremen
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