Ruin problems for risk processes with dependent phase-type claims (Q6087242)
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scientific article; zbMATH DE number 7775426
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin problems for risk processes with dependent phase-type claims |
scientific article; zbMATH DE number 7775426 |
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Ruin problems for risk processes with dependent phase-type claims (English)
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11 December 2023
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risk processes
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risk of ruin
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dependent claims
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multivariate phase-type distributions
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Markov-modulated fluid flows
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