On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate
2013 ◽
Vol 50
(2)
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pp. 309-322
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Keyword(s):
In this note we consider the two-dimensional risk model introduced in Avram, Palmowski and Pistorius (2008) with constant interest rate. We derive the integral-differential equations of the Laplace transforms, and asymptotic expressions for the finite-time ruin probabilities with respect to the joint ruin times Tmax(u1,u2) and Tmin(u1,u2) respectively.
2013 ◽
Vol 50
(02)
◽
pp. 309-322
◽
2012 ◽
Vol 52
(1)
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pp. 111-121
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2019 ◽
pp. 1-12
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2017 ◽
Vol 47
(22)
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pp. 5396-5417
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2011 ◽
Vol 2011
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pp. 1-14
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2014 ◽
Vol 10
(3)
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pp. 339-357
2015 ◽
Vol 426
(1)
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pp. 247-266
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2011 ◽
Vol 15
(1)
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pp. 109-124
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2016 ◽
Vol 442
(2)
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pp. 600-626
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