Ruin probabilities in multivariate risk models with periodic common shock

Ionica Cojocaru

Year of publication:	February-June 2017
Authors:	Cojocaru, Ionica
Published in:	Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2017, 2, p. 159-174
Subject:	multidimensional risk model \| non-homogeneous periodic Poisson process \| ruin probability \| piecewise deterministic Markov processes \| heavy-tailed distributions \| Wahrscheinlichkeitsrechnung \| Probability theory \| Risiko \| Risk \| Risikomodell \| Risk model \| Theorie \| Theory \| Markov-Kette \| Markov chain \| Statistische Verteilung \| Statistical distribution \| Versicherungsmathematik \| Actuarial mathematics \| Stochastischer Prozess \| Stochastic process \| Risikomanagement \| Risk management \| Multivariate Analyse \| Multivariate analysis

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