Badila, E.S.; Boxma, O.J.; Resing, J.A.C. - In: Insurance: Mathematics and Economics 61 (2015) C, pp. 48-61
We investigate an insurance risk model that consists of two reserves which receive income at fixed rates. Claims are being requested at random epochs from each reserve and the interclaim times are generally distributed. The two reserves are coupled in the sense that at a claim arrival epoch,...