Ruin probabilities for a multidimensional risk model with non-stationary arrivals and subexponential claims (Q5051222)
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scientific article; zbMATH DE number 7621945
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| English | Ruin probabilities for a multidimensional risk model with non-stationary arrivals and subexponential claims |
scientific article; zbMATH DE number 7621945 |
Statements
RUIN PROBABILITIES FOR A MULTIDIMENSIONAL RISK MODEL WITH NON-STATIONARY ARRIVALS AND SUBEXPONENTIAL CLAIMS (English)
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22 November 2022
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Cox process
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Hawkes process
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multidimensional risk model
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non-stationary arrival process
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ruin probability
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subexponential class
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0.9135035276412964
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0.8559792637825012
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0.83586186170578
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0.826401948928833
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