Ruin probabilities of a bidimensional risk model with investment
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Publication:654490
DOI10.1016/j.spl.2011.09.010zbMath1233.91158MaRDI QIDQ654490
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
martingale; survival probability; finite-time ruin probability; bidimensional risk model; infinite-time ruin probability
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