Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Logarithmic asymptotics for probability of component-wise ruin in a
  two-dimensional Brownian model   We consider a two-dimensional ruin problem where the surplus process of
business lines is modelled by a two-dimensional correlated Brownian motion with
drift. We study the ruin function $P(u)$ for the component-wise ruin (that is
both business lines are ruined in an infinite-time horizon), where $u$ is the
same initial capital for each line. We measure the goodness of the business by
analysing the adjustment coefficient, that is the limit of $-\ln P(u)/u$ as $u$
tends to infinity, which depends essentially on the correlation $\rho$ of the
two surplus processes. In order to work out the adjustment coefficient we solve
a two-layer optimization problem.

27
The categories of this paper are: comp-gas
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The categories of this paper are: bayes-an
21
The categories of this paper are: adap-org
22
The categories of this paper are: chao-dyn
33
The categories of this paper are: plasm-ph
36
The categories of this paper are: cmp-lg
30
The categories of this paper are: q-alg
29
The categories of this paper are: funct-an
6
The categories of this paper are: astro-ph
4
The categories of this paper are: cond-mat
5
The categories of this paper are: gr-qc
17
The categories of this paper are: q-fin
15
The categories of this paper are: nucl-ex
25
The categories of this paper are: patt-sol
34
The categories of this paper are: chem-ph
11
The categories of this paper are: hep-lat