Differentiation of some functionals of risk processes, and optimal reserve allocation (Q5697590): Difference between revisions
From MaRDI portal
Set profile property. |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 05:38, 7 March 2024
scientific article; zbMATH DE number 2215299
Language | Label | Description | Also known as |
---|---|---|---|
English | Differentiation of some functionals of risk processes, and optimal reserve allocation |
scientific article; zbMATH DE number 2215299 |
Statements
Differentiation of some functionals of risk processes, and optimal reserve allocation (English)
0 references
18 October 2005
0 references
ruin theory
0 references
sample path property
0 references
multidimensional risk process
0 references
risk measure
0 references