On multivariate modifications of Cramer–Lundberg risk model with constant intensities (Q4622811)

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scientific article; zbMATH DE number 7024349
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On multivariate modifications of Cramer–Lundberg risk model with constant intensities
scientific article; zbMATH DE number 7024349

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    On multivariate modifications of Cramer–Lundberg risk model with constant intensities (English)
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    18 February 2019
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    Cramer-Lundberg risk model
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    multivariate risk processes
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    risk process approximations
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    integro-differential equation
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