2008•Journal of Northwest UniversityRequires access
On the ruin probabilities of a bidimensional perturbed risk model
Pengjiang Guo
Open publisher page 0 citations
Abstract
Aim To study some recent works and the ruin probabilities of a bidimensional perturbed insurance risk model.Methods For the case of light-tailed claims,the infinite-time ruin probability of a Lundberg-type bound.Results The martvngale technique is used for the infinite-time ruin probability.Conclusion Ruin theory under multi-dimensional risk models,it has far-reaching significance in theory and practice.