标题： 比例再保险对于分数布朗风险模型 显示英文标题

标题： Proportional reinsurance for fractional Brownian risk model

摘要： 本文研究了具有比例再保险方案的二维分数布朗风险模型中的破产概率。 我们关注有限时间范围内的联合和同时破产概率。 保险和再保险公司风险过程由大量独立同分布的子风险过程组成，代表独立的业务。 我们推导了初始资本趋于无穷时的渐近行为。 显示英文摘要

摘要： This paper investigates ruin probabilities for a two-dimensional fractional Brownian risk model with a proportional reinsurance scheme. We focus on 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. We derive the asymptotics as the initial capital tends to infinity.