Survival probability for a two-dimensional risk model

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

Wai‐Sum Chan, Hailiang Yang, Lianzeng Zhang · Insurance Mathematics and Economics · 2003 · 100 citations

Business, Finance, Mathematics +12

The discrete-time risk model with correlated classes of business

Hélène Cossette, Étienne Marceau · Insurance Mathematics and Economics · 2000 · 85 citations

Business, Finance, Risk Management +14

On a correlated aggregate claims model with Poisson and Erlang risk processes

Kam Chuen Yuen, Junyi Guo, Xueyuan Wu · Insurance Mathematics and Economics · 2002 · 84 citations

Business, Mathematics, Risk Management +11

On the distributions of two classes of correlated aggregate claims

Rohana S. Ambagaspitiya · Insurance Mathematics and Economics · 1999 · 62 citations

Natural Sciences, Mathematics, Probability Theory +4

Distributions for the risk process with a stochastic return on investments

Guojing Wang, Rong Wu · Stochastic Processes and their Applications · 2001 · 61 citations

Business, Finance, Risk Management +14