A multidimensional ruin problem and an associated notion of duality (Q2816623)
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scientific article; zbMATH DE number 6619206
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| English | A multidimensional ruin problem and an associated notion of duality |
scientific article; zbMATH DE number 6619206 |
Statements
A multidimensional ruin problem and an associated notion of duality (English)
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25 August 2016
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Cramér-Lundberg type insurance network
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regulated random walk
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risk diversification treaty
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Skorokhod problem (SP)
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storage network
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0.8583606481552124
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0.8190687894821167
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0.8190687894821167
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0.7716456651687622
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0.7591512203216553
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