Gerber-Shiu metrics for a bivariate perturbed risk process
Year of publication: |
2024
|
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Authors: | Boxma, Onno ; Hinze, Fabian ; Mandjes, Michel |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 12.2024, 1, Art.-No. 5, p. 1-17
|
Subject: | Cramér-Lundberg model | Brownian perturbation | multivariate risk | ruin probability | Gerber-Shiu metrics | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Risikomodell | Risk model |
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