General methods for bounding multidimensional ruin probabilities in regime-switching models (Q5086703)
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scientific article; zbMATH DE number 7553999
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General methods for bounding multidimensional ruin probabilities in regime-switching models |
scientific article; zbMATH DE number 7553999 |
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General methods for bounding multidimensional ruin probabilities in regime-switching models (English)
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7 July 2022
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multidimensional risk operators
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regime-switching models
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Markov chains
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multidimensional ruin probabilities
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two-sided bounds
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