Some asymptotic results of the ruin probabilities in a bidimensional renewal risk model with Brownian perturbation
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Publication:5863683
Cites work
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- A Note on Cumulative Sums
- A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation
- A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
- Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
- Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest
- On the ruin probabilities of a bidimensional perturbed risk model
- Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force
- Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums
- Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims
- Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
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