References
- Avram, F., Z. Palmowski, and M. Pistorius. 2008. A two-dimensional ruin problem on the positive quadrant. Insurance: Mathematics & Economics 42:227–34.
- Cai, J., and H. Li. 2007. Dependence properties and bounds for ruin probabilities in multivariate compound risk models. Journal of Multivariate Analysis 98:757–73.
- Castañer, A., M. M. Claramunt, M. Gathy, C. Lefèvre, and M. Mármol. 2013. Ruin problems for a discrete time risk model with non-homogeneous conditions. Scandinavian Actuarial Journal 2013 (2):83–102.
- Chan, W.-S., H. Yang, and L. Zhang. 2003. Some results on ruin probabilities in a two dimensional risk model. Insurance: Mathematics & Economics 32:345–58.
- Dang, L., N. Zhu, and H. Zhang. 2009. Survival probability for a two dimensional risk model. Insurance: Mathematics & Economics 44:491–6.
- Eryilmaz, S., and O. L. Gebizlioglu. 2017. Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences. Journal of Computational and Applied Mathematics 313:235–42.
- Gerber, E. 1988. Mathematical fun with the compound binomial process. ASTIN Bulletin 18:161–8.
- Johnson, N. L., S. Kotz, and N. Balakrishnan. 1997. Discrete multivariate distributions. New York: John Wiley & Sons.
- Lin, X., Z. Dongjin, and Z. Yanru. 2015. Minimizing upper bound of ruin probability under discrete risk model with Markov chain interest rate. Communications in Statistics---Theory and Methods 44:810–22.
- Marshall, A. W., and I. Olkin. 1985. A family of bivariate distributions generated by the bivariate Bernoulli distribution. Journal of the American Statistical Association 80:332–8.
- Peng, J., J. Huang, and D. Wang. 2011. The ruin probability of a discrete-time risk model with a one-sided linear claim process. Communications in Statistics---Theory and Methods 40:4387–99.
- Schervish, M. J. 1995. Theory of Statistics. New York: Springer-Verlag.
- Yuen, K. C., J. Guo, and X. Wu. 2006. On the first time of ruin in the bivariate compound Poisson model. Insurance: Mathematics & Economics 38:298–308.