Xu, Tianming; Wu, Qingtai Asymptotic ruin probabilities of a risk model with double investment strategies. (Chinese. English summary) Zbl 1313.91089 J. Shandong Univ., Nat. Sci. 49, No. 1, 92-96 (2014). Summary: Insurance companies adopt different strategies under different levels of surplus. The expression of the surplus process is obtained by Itō formula and risk-neutral assumption. Assume that the claims process belongs to \(D\), and the claims are pair-wise quasi-asymptotically independent. The asymptotic estimations of ruin probability in finite-time and infinite-time are obtained and the corresponding numerical simulations are carried out. MSC: 91B30 Risk theory, insurance (MSC2010) 62P05 Applications of statistics to actuarial sciences and financial mathematics 60H30 Applications of stochastic analysis (to PDEs, etc.) Keywords:continuous-time risk model; double investment strategies; ruin probabilities PDFBibTeX XMLCite \textit{T. Xu} and \textit{Q. Wu}, J. Shandong Univ., Nat. Sci. 49, No. 1, 92--96 (2014; Zbl 1313.91089) Full Text: DOI