Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results

DOI10.1214/08-AAP529zbMath1163.60010arXiv0802.4060OpenAlexW2080613566MaRDI QIDQ2378637

Florin Avram, Zbigniew Palmowski, Martijn R. Pistorius

Publication date: 13 January 2009

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.4060

zbMATH Keywords

ruin probabilityrisk modelCramér-Lundberg modelSparre Andersen modeltwo-dimensional risk process

Mathematics Subject Classification ID

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