@misc{Kępczyński_Krzysztof_Proportional_2020,
 author={Kępczyński, Krzysztof},
 identifier={DOI: 10.15611/sps.2020.18.08},
 year={2020},
 rights={Pewne prawa zastrzeżone na rzecz Autorów i Wydawcy},
 publisher={Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu},
 description={Śląski Przegląd Statystyczny = Silesian Statistical Review, 2020, Nr 18 (24), s. 149-162},
 language={eng},
 abstract={This paper investigates the ruin probabilities for a two-dimensional fractional Brownian risk model with a proportional reinsurance scheme. The author focused on the joint and simultaneous ruin probabilities in a finite-time horizon. The risk processes of both insurance and reinsurance companies are composed of a large number of i.i.d. sub-risk processes, representing independent businesses. The asymptotics were derived as the initial capital tends to infinity},
 title={Proportional reinsurance for fractional Brownian risk model},
 type={artykuł},
}