S. Ramasubramanian

collaborators

2 papers

math.PR2014

Duality for multidimensional ruin problem

S. Ramasubramanian

We consider a $d -$ dimensional insurance network, with initial capital $a \in R_{+}^{d},$ operating under a risk diversifying treaty; this is described in terms of a regulated random wal…

math.PR2011

Asymptotic irrelevance of initial conditions for Skorohod reflection mapping on the nonnegative orthant

Offer Kella, Sundareswaran Ramasubramanian

A reflection map, induced by the deterministic Skorohod problem on the nonnegative orthant, is applied to an $R^{n}$ valued function $X$ on $[0, \infty)$ and then to $a + X$ , w…