On the ruin probabilities of a bidimensional perturbed risk model (Q997098): Difference between revisions

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+Zai-Ming Liu
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+Qi-he Tang
@@ Property / author: Qi-he Tang / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2006.10.012
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+W2117874214
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@@ Property / cites work @@
+Compound bivariate Lagrangian Poisson distributions
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+Multivariate risk model of phase type
@@ Property / cites work: Multivariate risk model of phase type / rank @@
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+Some results on ruin probabilities in a two-dimensional risk model.
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+The discrete-time risk model with correlated classes of business
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift
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+The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails
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+On a correlated aggregate claims model with thinning-dependence structure
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+On a correlated aggregate claims model with Poisson and Erlang risk processes.
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+On the first time of ruin in the bivariate compound Poisson model
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