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Supermodular Order and Lundberg Exponents - MaRDI portal

Supermodular Order and Lundberg Exponents (Q4780927)

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scientific article; zbMATH DE number 1833672
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Supermodular Order and Lundberg Exponents
scientific article; zbMATH DE number 1833672

    Statements

    Supermodular Order and Lundberg Exponents (English)
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    21 November 2002
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    risk process
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    supermodular order
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    comonotonic random variables
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    mutually exclusive random variables
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    ruin probability
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    Lundberg exponent
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