Correction note to “A multidimensional ruin problem and an associated notion of duality,” Stochastic Models, 32 (2016) 539–574

DOI10.1080/15326349.2020.1858876zbMath1464.91069OpenAlexW3117920267MaRDI QIDQ4998025

No author found.

Publication date: 1 July 2021

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2020.1858876

zbMATH Keywords

Skorokhod problemSpitzer-Pollaczek factorizationladder height distributiondual pair of stopping timesinsurance network

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic network models in operations research (90B15) Actuarial mathematics (91G05)

Cites Work

• Unnamed Item
• Dual pairs of stopping times for random walk
• On duality and the Spitzer-Pollaczek factorization for random walks
• A multidimensional ruin problem and an associated notion of duality

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