On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate

DOI10.1239/jap/1371648943zbMath1266.91034arXiv1105.2595OpenAlexW2594330801MaRDI QIDQ5299559

Ze-Chun Hu, Bin Jiang

Publication date: 26 June 2013

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.2595

zbMATH Keywords

joint ruin probabilityintegral-differential equationconstant interest ratetwo-dimensional risk modelasymptotic expression

Mathematics Subject Classification ID

Related Items (22)

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Cites Work

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• A two-dimensional ruin problem on the positive quadrant
• Ruin models with investment income
• On the ruin probabilities of a bidimensional perturbed risk model
• Some results on ruin probabilities in a two-dimensional risk model.
• Dependence properties and bounds for ruin probabilities in multivariate compound risk models
• Multivariate risk model of phase type
• On the first time of ruin in the bivariate compound Poisson model
• On the probability of ruin in the presence of a linear dividend barrier

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