Recursive methods for a multi-dimensional risk process with common shocks (Q2427815)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive methods for a multi-dimensional risk process with common shocks |
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Recursive methods for a multi-dimensional risk process with common shocks (English)
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18 April 2012
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common shock
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deficit at ruin
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Gerber-Shiu expected discounted penalty function
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recursive methods
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survival probability
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multi-dimensional risk process
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optimal capital allocation
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