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Pandemic-type failures in multivariate Brownian risk models
Modelling of multiple simultaneous failures in insurance, finance and other areas of applied probability is important especially from the point of view of pandemic-type events. A benchmark limiting model for the analysis of multiple failures is the classical d-dimensional Brownian risk model (Brm),...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8816775/ https://www.ncbi.nlm.nih.gov/pubmed/35221783 http://dx.doi.org/10.1007/s10687-021-00424-4 |