Uniform bounds for ruin probability in Multidimensional Risk Model

Published 13 May 2022 in math.PR | (2205.06923v1)

Abstract: In this paper we consider some generalizations of the classical d-dimensional Brownian risk model. This contribution derives some non-asymptotic bounds for simultaneous ruin probabilities of interest. In addition, we obtain non-asymptotic bounds also for the case of general trend functions and convolutions of our original risk model.

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Nikolai Kriukov

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