On the gain of collaboration in a two dimensional ruin problem
Work
Year: 2019
Type: article
Abstract: We investigate the following problem: the endowment process of two insurance companies is given by a two dimensional Brownian motion with drift. How big is the gain in the probability that both compan... more
Source: European Actuarial Journal
Author Peter Grandits
Institution TU Wien
Cites: 10
Cited by: 6
Related to: 10
FWCI: 0.701
Citation percentile (by year/subfield): 68.25
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: hybrid
APC paid (est): $2,152
Grant ID P30864-N35