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

On the ruin probabilities of a bidimensional perturbed risk model, Survival probability for a two-dimensional risk model, Dependence properties and bounds for ruin probabilities in multivariate compound risk models, Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results, Multivariate risk model of phase type, Log-concavity of the extremes from Gumbel bivariate exponential distributions, Risk Processes with Interest Force in Markovian Environment

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