7 citations · 7 across the 2 of their papers we have counts for
2 papers
math.PR2022
A versatile stochastic dissemination model
K. M. D. Chan, M. R. H. Mandjes
This paper consider a highly general dissemination model that keeps track of the stochastic evolution of the distribution of wealth over a set of agents. There are two types of eve…
math.PR2018★ 7 cited
Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment
G. A. Delsing, M. R. H. Mandjes, P. J. C. Spreij +1
This paper develops asymptotics and approximations for ruin probabilities in a multivariate risk setting. We consider a model in which the individual reserve processes are driven b…