We consider a two-dimensional ruin problem where the surplus process of business lines is modelled by a two-dimensional correlated Brownian motion with drift. We study the ruin function P(u) for the component-wise ruin (that is both business lines are ruined in an infinite-time horizon), where u...

We discuss how to prove exponential upper bounds for simple fluid models driven by a finite state CTMC. In particular, we consider the fluid model of Anick, Mitra and Sondhi, in which the fluid is generated by N independent 0-1 Markovian sources. We also give a result on a generalized...

Consider a population in which the birth times are a Poisson process with rate [gamma] lifetimes are independent and identically distributed and lifetimes are independent of the birth process. In the paper we provide methods for calculation of several quantities involving the oldest member...