Ruin probabilities for two collaborating insurance companies (Q4999842)
From MaRDI portal
scientific article; zbMATH DE number 7367472
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities for two collaborating insurance companies |
scientific article; zbMATH DE number 7367472 |
Statements
2 July 2021
0 references
Lévy process
0 references
distribution of supremum of a stochastic process
0 references
ruin probability
0 references
gamma Lévy process
0 references
\(\alpha\)-stable Lévy process
0 references
math.PR
0 references
q-fin.MF
0 references
0 references
0 references
0 references
0 references
