Ruin probabilities for risk processes in a bipartite network (Q4988559): Difference between revisions
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Revision as of 01:04, 20 March 2024
scientific article; zbMATH DE number 7348568
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English | Ruin probabilities for risk processes in a bipartite network |
scientific article; zbMATH DE number 7348568 |
Statements
Ruin probabilities for risk processes in a bipartite network (English)
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17 May 2021
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bipartite network
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Cramér-Lundberg model
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exponential claim size distribution
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hitting probability
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multivariate compound Poisson process
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ruin theory
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Poisson approximation
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Pollaczek-Khintchine formula
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risk balancing network
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