Ruin probabilities for risk processes in a bipartite network (Q4988559)
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scientific article; zbMATH DE number 7348568
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| English | Ruin probabilities for risk processes in a bipartite network |
scientific article; zbMATH DE number 7348568 |
Statements
Ruin probabilities for risk processes in a bipartite network (English)
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17 May 2021
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bipartite network
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Cramér-Lundberg model
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exponential claim size distribution
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hitting probability
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multivariate compound Poisson process
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ruin theory
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Poisson approximation
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Pollaczek-Khintchine formula
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risk balancing network
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0.8944759
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0.8877119
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0.8800553
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0.87813437
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0.8765236
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0.8756237
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0.87443376
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