Ruin by dynamic contagion claims (Q2444709)
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scientific article; zbMATH DE number 6282682
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Ruin by dynamic contagion claims |
scientific article; zbMATH DE number 6282682 |
Statements
Ruin by dynamic contagion claims (English)
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10 April 2014
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dynamic contagion process
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ruin probability
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generalised Lundberg's fundamental equation
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Cramér-Lundberg approximation
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change of measure
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martingale method
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0.8369657397270203
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0.829909086227417
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0.8278477787971497
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0.8274911642074585
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0.821412205696106
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