A multidimensional ruin problem and an associated notion of duality
DOI10.1080/15326349.2016.1175949zbMATH Open1415.91161OpenAlexW2345397682MaRDI QIDQ2816623FDOQ2816623
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
storage networkregulated random walk[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Cram%EF%BF%BD%EF%BF%BDr-Lundberg+type+insurance+network&go=Go Cram��r-Lundberg type insurance network]risk diversification treatySkorokhod problem (SP)
Sums of independent random variables; random walks (60G50) Stochastic network models in operations research (90B15)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Reflected Brownian motion on an orthant
- The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes
- Open Queueing Networks in Heavy Traffic
- On the Ruin Problem of Collective Risk Theory
- Some Optimal Dividends Problems
- A subsidy-surplus model and the Skorokhod problem in an orthant.
- Stability and structural properties of stochastic storage networks
- An insurance network: Nash equilibrium
- Reflected diffusions defined via the extended Skorokhod map
- Modelling of extremal events in insurance and finance
- Stochastic storage networks: stationarity and the feedforward case
- Monotone Stochastic Recursions and their Duals
- Risk and duality in multidimensions
- Multidimensional Insurance Model with Risk-Reducing Treaty
- A note on stochastic processes with independent increments taking values in an abelian group
Cited In (2)
This page was built for publication: A multidimensional ruin problem and an associated notion of duality
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2816623)
