Ruin probabilities of a bidimensional risk model with investment
type: Item
instance of: scholarly article
title: Ruin probabilities of a bidimensional risk model with investment
zbMATH Open document ID: 1233.91158
author: Juan-Miguel Gracia
published in: Statistics \& Probability Letters
publication date: 2011-12-28T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5992500
zbMATH Keywords: bidimensional risk model
zbMATH Keywords: survival probability
zbMATH Keywords: infinite-time ruin probability
zbMATH Keywords: finite-time ruin probability
zbMATH Keywords: martingale
MaRDI profile type: Publication
full work available at URL: j.spl.2011.09.010
OpenAlex ID: W1988942506
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cites work: Q3995465
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cites work: Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model
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cites work: On a risk model with debit interest and dividend payments
DOI: 10.1016/J.SPL.2011.09.010
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description: scientific article; zbMATH DE number 5992500