Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times
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DOI: 10.1016/j.insmatheco.2014.12.003
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Cited by:
- Boxma, Onno & Frostig, Esther & Perry, David & Yosef, Rami, 2017. "A state dependent reinsurance model," Insurance: Mathematics and Economics, Elsevier, vol. 74(C), pages 170-181.
- Youri Raaijmakers & Hansjörg Albrecher & Onno Boxma, 2019. "The Single Server Queue with Mixing Dependencies," Methodology and Computing in Applied Probability, Springer, vol. 21(4), pages 1023-1044, December.
- Ivanovs, Jevgenijs & Boxma, Onno, 2015. "A bivariate risk model with mutual deficit coverage," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 126-134.
- Pablo Azcue & Nora Muler & Zbigniew Palmowski, 2016. "Optimal dividend payments for a two-dimensional insurance risk process," Papers 1603.07019, arXiv.org, revised Apr 2018.
- Gordienko, E. & Vázquez-Ortega, P., 2018. "Continuity inequalities for multidimensional renewal risk models," Insurance: Mathematics and Economics, Elsevier, vol. 82(C), pages 48-54.
- Zbigniew Palmowski, 2022. "First exit time for a discrete-time parallel queue," Queueing Systems: Theory and Applications, Springer, vol. 100(3), pages 329-331, April.
- Albrecher, Hansjörg & Cheung, Eric C.K. & Liu, Haibo & Woo, Jae-Kyung, 2022. "A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process," Insurance: Mathematics and Economics, Elsevier, vol. 103(C), pages 96-118.
- Patch, Brendan & Nazarathy, Yoni & Taimre, Thomas, 2015. "A correction term for the covariance of renewal-reward processes with multivariate rewards," Statistics & Probability Letters, Elsevier, vol. 102(C), pages 1-7.
- Hansjoerg Albrecher & Pablo Azcue & Nora Muler, 2015. "Optimal Dividend Strategies for Two Collaborating Insurance Companies," Papers 1505.03980, arXiv.org.
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Keywords
Insurance risk; Multivariate ruin probability; Reinsurance; Dependence; Duality; Parallel queues; Bivariate waiting time;All these keywords.
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