Ruin probabilities for risk processes in a bipartite network (Q4988559): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:47, 8 February 2024
scientific article; zbMATH DE number 7348568
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
17 May 2021
0 references
bipartite network
0 references
Cramér-Lundberg model
0 references
exponential claim size distribution
0 references
hitting probability
0 references
multivariate compound Poisson process
0 references
ruin theory
0 references
Poisson approximation
0 references
Pollaczek-Khintchine formula
0 references
risk balancing network
0 references
