On the ruin probabilities of a bidimensional perturbed risk model

By Junhai Li, Zaiming Liu, Qihe Tang. 2007

80 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/b58f4e7bb5c3290099b2f9b060552bc24670f225

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Kaiyong Wang
2. Yiqing Chen
3. Kai Wang Ng
4. Yang Yang
5. Jiajun Liu
6. Zhimin Zhang
7. Kam Chuen Yuen
8. Yuebao Wang

In Finance

1. Kam Chuen Yuen
2. Yiqing Chen
3. Kaiyong Wang
4. Kai Wang Ng
5. Qihe Tang
6. Jinzhu Li

In Management Science and Operations Research

1. Yiqing Chen
2. Kam Chuen Yuen
3. Kaiyong Wang
4. Kai Wang Ng
5. Yang Yang
6. Jiajun Liu
7. Zhimin Zhang
8. Jinzhu Li

Citations in the corpus

• Asymptotics for a bidimensional risk model with two geometric Lévy price processes (2019, methodology): “[13] extended the renewal model by adding Brownian perturbation, and derived the asymptotics for finite-time ruin probability with subexponential claims.”
• Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (2011, background): “[18] extended the two-dimensional compound Poisson risk model by adding a diffusion component.”