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  • Search: subject:"Multi-dimensional risk models"
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Actuarial mathematics 1 Correlated risk model 1 Cox process 1 Credit risk 1 Joint ruin probability 1 Kreditrisiko 1 Markov chain 1 Markov-Kette 1 Modified Bessel function 1 Multi-dimensional risk models 1 Portfolio selection 1 Portfolio-Management 1 Probability theory 1 Regime switching 1 Risiko 1 Risikomanagement 1 Risikomodell 1 Risk 1 Risk management 1 Risk model 1 Theorie 1 Theory 1 Time of ruin 1 Upper bounds 1 Versicherungsmathematik 1 Wahrscheinlichkeitsrechnung 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Wang, Guanqing 1 Wang, Guojing 1 Yang, Hailiang 1
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Insurance 1
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On a multi-dimensional risk model with regime switching
Wang, Guanqing; Wang, Guojing; Yang, Hailiang - In: Insurance 68 (2016), pp. 73-83
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