Ruin probabilities for risk processes in a bipartite network (Q4988559): Difference between revisions

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Revision as of 18:19, 5 March 2024

scientific article; zbMATH DE number 7348568
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Ruin probabilities for risk processes in a bipartite network
scientific article; zbMATH DE number 7348568

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    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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