A Two-Dimensional Risk Model with Proportional Reinsurance
نویسندگان
چکیده
منابع مشابه
A Two-dimensional Risk Model with Proportional Reinsurance
In this paper we consider an extension of the two-dimensional risk model introduced in Avram, Palmowski and Pistorius (2008a). To this end, we assume that there are two insurers. The first insurer is subject to claims arising from two independent compound Poisson processes. The second insurer, which can be viewed as a different line of business of the same insurer or as a reinsurer, covers a pr...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2011
ISSN: 0021-9002,1475-6072
DOI: 10.1017/s0021900200008299