English, Article edition: Survival probability for a two-dimensional risk model Dang, Lanfen; Zhu, Ning; Zhang, Haiming

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/10914
Physical Description
  • article
Language
  • English

Edition details

Title
  • Survival probability for a two-dimensional risk model
Author
  • Dang, Lanfen
  • Zhu, Ning
  • Zhang, Haiming
Physical Description
  • article
Notes
  • In this paper, we consider the survival probability for a two-dimensional risk model. We derive a partial integro-differential equation satisfied by the survival probability and prove its differentiability. We obtain explicit expressions for recursively calculating the survival probability by applying the partial integro-differential equation when claims are exponentially distributed.
  • Integral equation Partial integro-differential equation Probability of ruin Recursive approximation Survival probability Time of ruin
  • RePEc:eee:insuma:v:44:y:2009:i:3:p:491-496
Language
  • English
Contributed by
OAIster

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment