This paper deals with an insurance portfolio that covers two interdependent risks. The central model is a discrete-time bivariate risk process with independent claim increments. A continuous-time version of compound Poisson type is also examined. Our main purpose is to develop a numerical method...

The purpose of this paper is to point out that an asymptotic rule A+B/u for the ultimate ruin probability applies to a wide class of dependent risk processes, in continuous or discrete time. That dependence is incorporated through a mixing model in the individual claim amount distributions....

Weak controllability concept is analysed for linear neutral delay-differential systems, according to an algebraic approach (ring theory). A geometric interpretation in terms of state trajectories is given, based on the definition of controllability indices.