1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.PR2022
Uniform bounds for ruin probability in Multidimensional Risk Model
Nikolai Kriukov
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 probab…
math.PR2021★ 1 cited
Simultaneous ruin probability for multivariate gaussian risk model
Krzysztof Bisewski, Krzysztof Debicki, Nikolai Kriukov
Let where , are mutually independent centered Gaussian processes with continuo…
math.PR2020
Parisian & Cumulative Parisian Ruin Probability for Two-Dimensional Brownian Risk Model
Nikolai Kriukov
Parisian ruin probability in the classical Brownian risk model, unlike the standard ruin probability can not be explicitly calculated even in one-dimensional setup. Resorting on as…