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A bivariate risk model with mutual deficit coverage

Ivanos, Jevgenijs; Boxma, Onno - In: Insurance / Mathematics & economics 64 (2015), pp. 126-134

Persistent link: https://www.econbiz.de/10011397960

Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times

Badila, E. S.; Boxma, Onno; Resing, J. A. C. - In: Insurance / Mathematics & economics 61 (2015), pp. 48-61

Persistent link: https://www.econbiz.de/10010515929

Gerber-Shiu metrics for a bivariate perturbed risk process

Boxma, Onno; Hinze, Fabian; Mandjes, Michel - In: Risks : open access journal 12 (2024) 1, pp. 1-17

We consider a two-dimensional risk model with simultaneous Poisson arrivals of claims. Each claim of the first input process is at least as large as the corresponding claim of the second input process. In addition, the two net cumulative claim processes share a common Brownian motion component....

Persistent link: https://www.econbiz.de/10014480915

Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis

Vatamidou, Eleni; Adan, Ivo; Vlasiou, Maria; Zwart, Bert - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 366-378

Persistent link: https://www.econbiz.de/10010195917

Tail probabilities of the delay in a batch-service queueing model with batch-size dependent service times and a timer mechanism

Claeys, Dieter; Steyaert, Bart; Walraevens, Joris; … - In: Computers & operations research : and their … 40 (2013) 5, pp. 1497-1505

Persistent link: https://www.econbiz.de/10009735869