Ruin probability in competitive two-dimensional risk model

MaRDI QIDQ3500441zbMATH OpenFDO

Authors X. L. Lei, Zaiming Liu

Publication date 3 June 2008

zbMATH Keywords

competitive two-dimensional risk modelprobability distributionruin probability

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(1)

• Some results on ruin probabilities in a two-dimensional risk model.

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