Ruin probability in a multi-dimensional dependent risk model of a variable ruin limit under thinning process (Q4926265)
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scientific article; zbMATH DE number 6178560
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| English | Ruin probability in a multi-dimensional dependent risk model of a variable ruin limit under thinning process |
scientific article; zbMATH DE number 6178560 |
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20 June 2013
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multi-dimensional risk model
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thinning process
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limit of ruin
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probability of ruin
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martingale
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0.8404253125190735
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0.8148765563964844
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