RUIN PROBABILITIES FOR A MULTIDIMENSIONAL RISK MODEL WITH NON-STATIONARY ARRIVALS AND SUBEXPONENTIAL CLAIMS (Q5051222)
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scientific article; zbMATH DE number 7621945
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RUIN PROBABILITIES FOR A MULTIDIMENSIONAL RISK MODEL WITH NON-STATIONARY ARRIVALS AND SUBEXPONENTIAL CLAIMS |
scientific article; zbMATH DE number 7621945 |
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RUIN PROBABILITIES FOR A MULTIDIMENSIONAL RISK MODEL WITH NON-STATIONARY ARRIVALS AND SUBEXPONENTIAL CLAIMS (English)
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22 November 2022
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Cox process
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Hawkes process
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multidimensional risk model
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non-stationary arrival process
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ruin probability
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subexponential class
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