@article{c6a948c1d6244882b95ecb1cad6c19be,
title = "Two-dimensional ruin probability for subexponential claim size",
abstract = "We analyse the asymptotics of ruin probabilities of two insurance companies (or two branches of the same company) that divide between them both claims and premiums in some specified proportions when the initial reserves of both companies tend to infinity, and generic claim size is subexponential.",
keywords = "Ruin probability, Subexponential distribution, Two-dimensional risk process",
author = "Sergey Foss and Dmitry Korshunov and Zbigniew Palmowski and Tomasz Rolski",
note = "Publisher Copyright: {\textcopyright} 2017, Wydawnictwo Uniwersytetu Wroclawskiego Sp. z o.o. All rights reserved.",
year = "2017",
doi = "10.19195/0208-4147.37.2.7",
language = "English",
volume = "37",
pages = "319--335",
journal = "Probability and Mathematical Statistics",
issn = "0208-4147",
publisher = "PWN-Polish Scientific Publishers",
number = "2",
}