Ruin probabilities for risk processes in a bipartite network
Author:
Affiliation:
1. Institut für Mathematische Stochastik, Technische Universität Dresden, Dresden, Germany;
2. Center for Mathematical Sciences, Technical University of Munich, Garching, Germany;
3. Department of Statistics, University of Oxford, Oxford, UK
Publisher
Informa UK Limited
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/15326349.2020.1760109
Reference15 articles.
1. Ruin Probabilities
2. Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
3. A two-dimensional ruin problem on the positive quadrant
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