A multidimensional ruin problem and an associated notion of duality (Q2816623)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A multidimensional ruin problem and an associated notion of duality |
scientific article; zbMATH DE number 6619206
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multidimensional ruin problem and an associated notion of duality |
scientific article; zbMATH DE number 6619206 |
Statements
A multidimensional ruin problem and an associated notion of duality (English)
0 references
25 August 2016
0 references
Cramér-Lundberg type insurance network
0 references
regulated random walk
0 references
risk diversification treaty
0 references
Skorokhod problem (SP)
0 references
storage network
0 references
0 references
