The Cramér-Lundberg and the dual risk models : ruin dividend problems and duality features
In the present paper we study some existing duality features between two very known models in Risk Theory. The classical Cramér–Lundberg risk model with application to insurance, and the dual risk model with (some) financial application. For simplicity the former will be referred as the primal model...
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| Other Authors: | , , |
| Format: | conferenceObject |
| Language: | eng |
| Published: |
2022
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10400.5/24494 |
| Country: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/24494 |