Simultaneous ruin probability for multivariate gaussian risk model

Krzysztof Bisewski, Krzysztof Debicki, Nikolai Kriukov

Let $\text{Z}(t)=(Z_1(t),\dots ,Z_d(t){)}^{\top },t\in \mathbb{R}$ where $Z_i(t),t\in \mathbb{R}$, $i=1,...,d$ are mutually independent centered Gaussian processes with continuo…