Multidimensional Insurance Model with Risk-Reducing Treaty (Q3094227): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multidimensional Insurance Model with Risk-Reducing Treaty |
scientific article |
Statements
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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