{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,9,20]],"date-time":"2025-09-20T18:59:50Z","timestamp":1758394790782},"reference-count":11,"publisher":"Cambridge University Press (CUP)","issue":"02","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["J. Appl. Probab."],"published-print":{"date-parts":[[2013,6]]},"abstract":"<jats:p>In this note we consider the two-dimensional risk model introduced in Avram, Palmowski and Pistorius (2008) with constant interest rate. We derive the integral-differential equations of the Laplace transforms, and asymptotic expressions for the finite-time ruin probabilities with respect to the joint ruin times <jats:italic>T<\/jats:italic>\n               <jats:sub>max<\/jats:sub>(<jats:italic>u<\/jats:italic>\n               <jats:sub>1<\/jats:sub>,<jats:italic>u<\/jats:italic>\n               <jats:sub>2<\/jats:sub>) and <jats:italic>T<\/jats:italic>\n               <jats:sub>min<\/jats:sub>(<jats:italic>u<\/jats:italic>\n               <jats:sub>1<\/jats:sub>,<jats:italic>u<\/jats:italic>\n               <jats:sub>2<\/jats:sub>) respectively.<\/jats:p>","DOI":"10.1017\/s0021900200013383","type":"journal-article","created":{"date-parts":[[2016,3,29]],"date-time":"2016-03-29T14:51:00Z","timestamp":1459263060000},"page":"309-322","source":"Crossref","is-referenced-by-count":2,"title":["On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate"],"prefix":"10.1017","volume":"50","author":[{"given":"Zechun","family":"Hu","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Bin","family":"Jiang","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2016,3,1]]},"reference":[{"key":"S0021900200013383_ref8","doi-asserted-by":"publisher","DOI":"10.1214\/08-PS134"},{"key":"S0021900200013383_ref7","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2006.10.012"},{"key":"S0021900200013383_ref6","doi-asserted-by":"publisher","DOI":"10.1080\/03461238.1981.10413735"},{"key":"S0021900200013383_ref5","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-6687(03)00115-X"},{"key":"S0021900200013383_ref4","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmva.2006.06.004"},{"key":"S0021900200013383_ref9","volume-title":"Stochastic Integration and Differential Equations: A New Approach","year":"1992"},{"key":"S0021900200013383_ref2","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2007.02.004"},{"key":"S0021900200013383_ref1","volume-title":"Ruin Probabilities","year":"2000"},{"key":"S0021900200013383_ref11","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2005.08.011"},{"key":"S0021900200013383_ref10","volume-title":"Stochastic Processes for Finance and Insurance","year":"1999"},{"key":"S0021900200013383_ref3","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2004.11.004"}],"container-title":["Journal of Applied Probability"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0021900200013383","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,4,26]],"date-time":"2023-04-26T06:17:02Z","timestamp":1682489822000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0021900200013383\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2013,6]]},"references-count":11,"journal-issue":{"issue":"02","published-print":{"date-parts":[[2013,6]]}},"alternative-id":["S0021900200013383"],"URL":"https:\/\/doi.org\/10.1017\/s0021900200013383","relation":{},"ISSN":["0021-9002","1475-6072"],"issn-type":[{"value":"0021-9002","type":"print"},{"value":"1475-6072","type":"electronic"}],"subject":[],"published":{"date-parts":[[2013,6]]}}}