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....
