On the ruin probabilities of a bidimensional perturbed risk model
type: Item
instance of: scholarly article
title: On the ruin probabilities of a bidimensional perturbed risk model
zbMATH Open document ID: 1119.91056
author: Junhai Li
author: Zaiming Liu
author: Qihe Tang
published in: Insurance Mathematics \& Economics
publication date: 2007-07-19T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5173180
zbMATH Keywords: bidimensional risk model
zbMATH Keywords: diffusion
zbMATH Keywords: Farlie-Gumbel-Morgenstern distribution
zbMATH Keywords: martingale
zbMATH Keywords: Poisson process
zbMATH Keywords: ruin probability
zbMATH Keywords: subexponentiality
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2006.10.012
OpenAlex ID: W2117874214
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DOI: 10.1016/J.INSMATHECO.2006.10.012
description: scientific article; zbMATH DE number 5173180