Author:
Mandjes Michel,Boxma Onno
Publisher
Springer Nature Switzerland
Reference18 articles.
1. H. Albrecher, E. Cheung, H. Liu, J.-K. Woo, A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process. Insur. Math. Econ. 103, 96–118 (2022)
2. F. Avram, Z. Palmowski, M. Pistorius, A two-dimensional ruin problem on the positive quadrant. Insur. Math. Econ. 42, 227–234 (2008)
3. F. Avram, Z. Palmowski, M. Pistorius, Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results. Ann. Appl. Probab. 18, 2421–2449 (2008)
4. F. Baccelli, Two parallel queues created by arrivals with two demands: the M/G/2 symmetrical case. Research Report 426, INRIA-Rocquencourt, 1985
5. A. Badescu, E. Cheung, L. Rabehasaina, A two-dimensional risk model with proportional reinsurance. J. Appl. Probab. 48, 749–765 (2011)