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Ruin problems for risk processes with dependent phase-type claims - MaRDI portal

Ruin problems for risk processes with dependent phase-type claims (Q6087242)

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scientific article; zbMATH DE number 7775426
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Ruin problems for risk processes with dependent phase-type claims
scientific article; zbMATH DE number 7775426

    Statements

    title
    Ruin problems for risk processes with dependent phase-type claims (English)
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    author
    Oscar Peralta
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    Matthieu Simon
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    publication date
    11 December 2023
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    zbMATH Keywords
    risk processes
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    risk of ruin
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    dependent claims
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    multivariate phase-type distributions
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    Markov-modulated fluid flows
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    cites work
    Q3560912
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    Q3923308
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    Stochastic orders
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    Identifiers

    arXiv ID
    2009.13428
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    zbMATH DE Number
    7775426
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    OpenAlex ID
    W3088025470
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