A Markov Risk Model with Two Classes of Insurance Business

DOI10.1080/07362994.2011.610174zbMath1232.91357OpenAlexW2058779968MaRDI QIDQ3114573

Rong-Xian Yue, Fei Zhao, Han-xing Wang

Publication date: 19 February 2012

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2011.610174

zbMATH Keywords

ruin probabilityMarkov jump processrisk model

Mathematics Subject Classification ID

Cites Work

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• Markovian risk process
• On the ruin probabilities of a bidimensional perturbed risk model
• On the distribution of a sum of correlated aggregate claims
• On a correlated aggregate claims model with Poisson and Erlang risk processes.
• Some results on ruin probabilities in a two-dimensional risk model.

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