Differentiation of some functionals of risk processes, and optimal reserve allocation (Q5697590)
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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 |
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Differentiation of some functionals of risk processes, and optimal reserve allocation (English)
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18 October 2005
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ruin theory
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sample path property
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multidimensional risk process
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risk measure
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