• Corpus ID: 236318416

Sojourn Ruin of a Two-Dimensional Fractional Brownian Motion Risk Process

@inproceedings{Jasnovidov2021SojournRO,
  title={Sojourn Ruin of a Two-Dimensional Fractional Brownian Motion Risk Process},
  author={Grigori Jasnovidov},
  year={2021}
}
This paper derives the asymptotic behavior of 

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