On the ruin probabilities of a bidimensional perturbed risk model (Q997098)
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scientific article; zbMATH DE number 5173180
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| English | On the ruin probabilities of a bidimensional perturbed risk model |
scientific article; zbMATH DE number 5173180 |
Statements
On the ruin probabilities of a bidimensional perturbed risk model (English)
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19 July 2007
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bidimensional risk model
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diffusion
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Farlie-Gumbel-Morgenstern distribution
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martingale
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Poisson process
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ruin probability
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subexponentiality
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0.923716962337494
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0.9154114723205566
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0.8840131759643555
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