Ruin probabilities of a bidimensional risk model with investment-Reference-Cited by-同舟云学术

Ruin probabilities of a bidimensional risk model with investment

Published:2012-01 Issue:1 Volume:82 Page:130-138
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Zhang Yuanyuan,Wang Wensheng

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference16 articles.

1. A two-dimensional ruin problem on the positive quadrant;Avram;Insurance: Mathematics and Economics,2008

2. Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims;Chen;Applied Stochastic Models in Business and Industry,2010

3. Survival probability for a two-dimensional risk model;Dang;Insurance: Mathematics and Economics,2009

4. Modelling Extremal Events for Insurance and Finance;Embrechts,1997

5. The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy;Gao;Journal of Computational and Applied Mathematics,2010

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