A particular bidimensional time-dependent renewal risk model with constant interest rates

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Cites work

scientific article; zbMATH DE number 1026574 (Why is no real title available?)
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A two-dimensional risk model with proportional reinsurance
A two-dimensional ruin problem on the positive quadrant
A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
Asymptotic results for ruin probability of a two-dimensional renewal risk model
Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest
Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
Extremes on the discounted aggregate claims in a time dependent risk model
On joint ruin probabilities of a two-dimensional risk model with constant interest rate
On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
Randomly weighted sums of subexponential random variables with application to capital allocation
Ruin probabilities of a bidimensional risk model with a constant interest rate
Some results on ruin probabilities in a two-dimensional risk model.
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
Two-dimensional ruin probability for subexponential claim size
Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model
Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models

Cited in

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Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations
scientific article; zbMATH DE number 5583920 (Why is no real title available?)
Survival probabilities in bivariate risk models, with application to reinsurance
Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims
The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims
Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns
Computing two actuarial quantities under multilayer dividend strategy with a constant interest rate: based on Sinc methods
Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims
Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims
scientific article; zbMATH DE number 1930322 (Why is no real title available?)

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