On a multi-dimensional risk model with regime switching
Guanqing Wang, Guojing Wang, Hailiang Yang
| Year of publication: |
May 2016
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|---|---|
| Authors: | Wang, Guanqing ; Wang, Guojing ; Yang, Hailiang |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 68.2016, p. 73-83
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| Subject: | Correlated risk model | Cox process | Joint ruin probability | Modified Bessel function | Multi-dimensional risk models | Regime switching | Time of ruin | Upper bounds | Risikomodell | Risk model | Risiko | Risk | Theorie | Theory | Risikomanagement | Risk management | Markov-Kette | Markov chain | Wahrscheinlichkeitsrechnung | Probability theory | Versicherungsmathematik | Actuarial mathematics | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.03.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011492469