Multivariate risk model of phase type

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Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results. (2008, unknown): “T = T (x1, x2) = (x2 − x1)+ p1 − p2 (10)”
On the ruin probabilities of a bidimensional perturbed risk model (2007, background): “…the recent works of Ambagaspitiya (1998), Cossette and Marceau (2000), Yuen et al. (2002) (2006), Chan et al. (2003), Wang and Yuen (2005), and Cai and Li (2005), we consider a bidimensional insurance risk process perturbed by diffusion, in which the bidimensional surplus process R(t) = (R 1…”
Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures (2007, methodology): “See, Assaf et al. (1984), Cai and Li (2005a, 2005b).”
Dependence properties and bounds for ruin probabilities in multivariate compound risk models (2007, background): “The first inequality follows from the association property of (3.10) (Cai and Li 2005a).”