Ruin probabilities for two collaborating insurance companies (Q4999842)
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scientific article; zbMATH DE number 7367472
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities for two collaborating insurance companies |
scientific article; zbMATH DE number 7367472 |
Statements
2 July 2021
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Lévy process
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distribution of supremum of a stochastic process
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ruin probability
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gamma Lévy process
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\(\alpha\)-stable Lévy process
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math.PR
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q-fin.MF
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