Survival probabilities in bivariate risk models, with application to reinsurance

Actuarial Mathematics.

Louis M. Friedler, Newton L. Bowers, Hans U. Gerber et al. · American Mathematical Monthly · 1986 · 633 citations

The probability of ruin in finite time with discrete claim size distribution

Philippe Picard, Claude Lefèvre · Scandinavian Actuarial Journal · 1997 · 114 citations

Engineering, Mathematics, Dynamical Systems +14

A two-dimensional ruin problem on the positive quadrant

Florin Avram, Zbigniew Palmowski, Martijn Pistorius · Insurance Mathematics and Economics · 2007 · 107 citations · Full text

Natural Sciences, Insurance, Bank Insolvency +4

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

On Multivariate Panjer Recursions

Bjørn Sundt · Astin Bulletin · 1999 · 83 citations · Full text

Natural Sciences, Insurance, Actuarial Science +7