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Latest revision as of 14:11, 4 July 2024

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Multidimensional Insurance Model with Risk-Reducing Treaty
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    Multidimensional Insurance Model with Risk-Reducing Treaty (English)
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    21 October 2011
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    amount needed to avert ruin
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    Cramér-Lundberg model
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    dispersion
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    drift
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    Feller property
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    infinitesimal generator
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    linear complementarity problem
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    pure jump process
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    pushing part
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    multidimensional risk process
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    reflection
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    SDE
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    Skorokhod problem in an orthant
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    spectral radius
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    strong Markov property
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    surplus
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