Ruin probabilities in multivariate risk models with periodic common shock (Q4575458)
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scientific article; zbMATH DE number 6903656
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities in multivariate risk models with periodic common shock |
scientific article; zbMATH DE number 6903656 |
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Ruin probabilities in multivariate risk models with periodic common shock (English)
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13 July 2018
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multidimensional risk model
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non-homogeneous periodic Poisson process
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ruin probability
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piecewise deterministic Markov processes
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heavy-tailed distributions
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