Differentiation of some functionals of risk processes, and optimal reserve allocation (Q5697590): Difference between revisions
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| Property / cites work: How long is the surplus below zero? / rank | |||
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| Property / cites work: The surpluses immediately before and at ruin, and the amount of the claim causing ruin / rank | |||
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| Property / cites work: On some measures of the severity of ruin in the classical Poisson model / rank | |||
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Latest revision as of 17:40, 10 June 2024
scientific article; zbMATH DE number 2215299
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Differentiation of some functionals of risk processes, and optimal reserve allocation |
scientific article; zbMATH DE number 2215299 |
Statements
Differentiation of some functionals of risk processes, and optimal reserve allocation (English)
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18 October 2005
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ruin theory
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sample path property
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multidimensional risk process
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risk measure
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