Ruin probabilities of a bidimensional risk model with investment

DOI10.1016/j.spl.2011.09.010zbMath1233.91158OpenAlexW1988942506MaRDI QIDQ654490

Juan-Miguel Gracia

Publication date: 28 December 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.09.010

zbMATH Keywords

martingalesurvival probabilityfinite-time ruin probabilitybidimensional risk modelinfinite-time ruin probability

Mathematics Subject Classification ID

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Cites Work

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