On the ruin probabilities of a bidimensional perturbed risk model

DOI10.1016/j.insmatheco.2006.10.012zbMath1119.91056OpenAlexW2117874214MaRDI QIDQ997098

Junhai Li, Qi-he Tang, Zai-Ming Liu

Publication date: 19 July 2007

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.10.012

zbMATH Keywords

diffusionmartingaleruin probabilityPoisson processFarlie-Gumbel-Morgenstern distributionbidimensional risk modelsubexponentiality

Mathematics Subject Classification ID

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