2007
DOI: 10.1016/j.insmatheco.2006.10.012
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On the ruin probabilities of a bidimensional perturbed risk model

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Cited by 70 publications
(33 citation statements)
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References 13 publications
(16 reference statements)
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“…Recent results pertaining to multidimensional risk models can be found in, e.g. Chan et al (2003), Cai and Li (2005), (2007), Yuen et al (2006), Li et al (2007), Avram et al (2008aAvram et al ( ), (2008b, Dang et al (2009), Rabehasaina (2009), andGong et al (2010). Among these, the work that motivates the present work is that of Avram et al (2008a).…”
Section: Introductionmentioning
confidence: 99%
“…Recent results pertaining to multidimensional risk models can be found in, e.g. Chan et al (2003), Cai and Li (2005), (2007), Yuen et al (2006), Li et al (2007), Avram et al (2008aAvram et al ( ), (2008b, Dang et al (2009), Rabehasaina (2009), andGong et al (2010). Among these, the work that motivates the present work is that of Avram et al (2008a).…”
Section: Introductionmentioning
confidence: 99%
“…Due to the practical applicability, in recent years, more and more researchers pay their attentions to various bidimensional risk models; see Li et al [15], Chen et al [7], Zhang and Wang [21], Chen et al [4,5], Gao and Yang [9], Li and Yang [16], among others. While for the aforementioned works, they all considered the case in which an insurance company operated two kinds of insurance business, which is different from ours by modeling an insurance and a re-insurance company.…”
Section: Introductionmentioning
confidence: 99%
“…We refer e.g. to Avram et al (2008), Cai and Li (2007), Chan et al (2003), Denuit et al (2007), Gong et al (2012), Guo et al (2007), Li et al (2007), Picard et al (2003a) and the references therein. For reinsurance applications, see e.g.…”
Section: Introductionmentioning
confidence: 99%