Some results on ruin probabilities in a two-dimensional risk model

Insurance: Mathematics and Economics

Volumn 32, Issue 3, 2003, Pages 345-358

  Chan, Wai Sum ^a   Yang, Hailiang ^a   Zhang, Lianzeng ^b  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

^b NANKAI UNIVERSITY   (China)

Author keywords

Adjustment coefficient; Asymptotic good bound; Integral differential equation; Phase type distribution; Probability of ruin

Indexed keywords

EID: 0041841494     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(03)00115-X     Document Type: Article

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