Timofei Shashkov

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20242026

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Showing 2024 · math.PRShow all

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math.PR2024

Multidimensional Brownian risk models with random trend

Goran Popivoda, Timofei Shashkov

Let $\mathbf B(t)=(B_1(t), \dots,B_d(t))^\top$, $t\in[0,T]$, $d\geq 2$ be a $d$-dimensional Brownian motion with independent components and let \(\mathbf η=(η_1,\dots,η_d)^…

math.PR2024

Ruin Probability Approximation for Bidimensional Brownian Risk Model with Tax

Timofei Shashkov

Let $B (t) = (B_{1} (t), B_{2} (t))$ , $t \geq 0$ be a two-dimensional Brownian motion with independent components and define the $γ$ -reflected process $$\mathbf{X}(t)=(X_1(t)…