A multidimensional ruin problem and an associated notion of duality (Q2816623)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A multidimensional ruin problem and an associated notion of duality
scientific article

    Statements

    A multidimensional ruin problem and an associated notion of duality (English)
    0 references
    25 August 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Cramér-Lundberg type insurance network
    0 references
    regulated random walk
    0 references
    risk diversification treaty
    0 references
    Skorokhod problem (SP)
    0 references
    storage network
    0 references
    0 references