A multidimensional ruin problem and an associated notion of duality

DOI10.1080/15326349.2016.1175949zbMath1415.91161OpenAlexW2345397682MaRDI QIDQ2816623

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Publication date: 25 August 2016

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2016.1175949

zbMATH Keywords

storage networkregulated random walkCramér-Lundberg type insurance networkrisk diversification treatySkorokhod problem (SP)

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic network models in operations research (90B15)

Related Items

Correction note to “A multidimensional ruin problem and an associated notion of duality,” Stochastic Models, 32 (2016) 539–574

Cites Work

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