Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums

DOI10.1007/s10255-016-0626-1zbMath1359.62443OpenAlexW2524590021MaRDI QIDQ519254

Jian-hua Cheng, De-Hui Wang

Publication date: 4 April 2017

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-016-0626-1

zbMATH Keywords

upper boundasymptotic estimateruin probabilitytwo-dimensional risk modeldependent risk

Mathematics Subject Classification ID

Related Items (4)

The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation ⋮ A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation ⋮ Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income ⋮ Some asymptotic results of the ruin probabilities in a bidimensional renewal risk model with Brownian perturbation

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