Some results on ruin probabilities in a two-dimensional risk model.

DOI10.1016/S0167-6687(03)00115-XzbMath1055.91041MaRDI QIDQ1413403

Hailiang Yang, Lianzeng Zhang, Wai Sum Chan

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

Phase-type distribution; Adjustment coefficient; Asymptotic good bound; Integral-differential equation

Mathematics Subject Classification ID

Related Items

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