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arXiv · 2205.06923

Uniform bounds for ruin probability in Multidimensional Risk Model

Nikolai Kriukov
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Abstract

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 probabilities of interest. In addition, we obtain non-asymptotic bounds also for the case of general trend functions and convolutions of our original risk model.

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Nikolai Kriukov. 2022-05-13. Uniform bounds for ruin probability in Multidimensional Risk Model. https://arxiv.org/abs/2205.06923

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