On a multi-dimensional risk model with regime switching (Q320264)
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scientific article; zbMATH DE number 6633917
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| English | On a multi-dimensional risk model with regime switching |
scientific article; zbMATH DE number 6633917 |
Statements
On a multi-dimensional risk model with regime switching (English)
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6 October 2016
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correlated risk model
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Cox process
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joint ruin probability
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modified Bessel function
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multi-dimensional risk models
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regime switching
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time of ruin
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upper bounds
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0.8169745206832886
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0.8160334825515747
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0.8111534118652344
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0.8090431094169617
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0.7969011664390564
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