General methods for bounding multidimensional ruin probabilities in regime-switching models (Q5086703)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7553999
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | General methods for bounding multidimensional ruin probabilities in regime-switching models |
scientific article; zbMATH DE number 7553999 |
Statements
General methods for bounding multidimensional ruin probabilities in regime-switching models (English)
0 references
7 July 2022
0 references
multidimensional risk operators
0 references
regime-switching models
0 references
Markov chains
0 references
multidimensional ruin probabilities
0 references
two-sided bounds
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9373874
0 references
0.92149127
0 references
0.9146657
0 references
0.91459477
0 references
0.9134714
0 references
0.91290116
0 references
0.90942687
0 references
0 references
0.9000978
0 references
