On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate
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Publication:5299559
DOI10.1239/jap/1371648943zbMath1266.91034arXiv1105.2595MaRDI QIDQ5299559
Publication date: 26 June 2013
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1105.2595
joint ruin probability; integral-differential equation; constant interest rate; two-dimensional risk model; asymptotic expression
60J25: Continuous-time Markov processes on general state spaces
60H30: Applications of stochastic analysis (to PDEs, etc.)
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