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

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References

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Cited by

2012Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models86 cited
2013Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting83 cited
2006On the ruin probabilities of a bidimensional perturbed risk model74 cited
2005Multivariate risk model of phase type71 cited
2008Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results64 cited
2006Dependence properties and bounds for ruin probabilities in multivariate compound risk models48 cited
2011

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A Two-Dimensional Risk Model with Proportional Reinsurance

39 cited

2013On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate34 cited

2011Recursive methods for a multi-dimensional risk process with common shocks34 cited