@article{(Open Science Index):https://publications.waset.org/pdf/10009078,
	  title     = {Stability Bound of Ruin Probability in a Reduced Two-Dimensional Risk Model},
	  author    = {Zina Benouaret and  Djamil Aissani},
	  country	= {},
	  institution	= {},
	  abstract     = {In this work, we introduce the qualitative and
quantitative concept of the strong stability method in the risk process
modeling two lines of business of the same insurance company or
an insurance and re-insurance companies that divide between them
both claims and premiums with a certain proportion. The approach
proposed is based on the identification of the ruin probability
associate to the model considered, with a stationary distribution of a
Markov random process called a reversed process. Our objective, after clarifying the condition and the perturbation
domain of parameters, is to obtain the stability inequality of the ruin
probability which is applied to estimate the approximation error of a
model with disturbance parameters by the considered model. In the
stability bound obtained, all constants are explicitly written.},
	    journal   = {International Journal of Physical and Mathematical Sciences},
	  volume    = {12},
	  number    = {5},
	  year      = {2018},
	  pages     = {85 - 88},
	  ee        = {https://publications.waset.org/pdf/10009078},
	  url   	= {https://publications.waset.org/vol/137},
	  bibsource = {https://publications.waset.org/},
	  issn  	= {eISSN: 1307-6892},
	  publisher = {World Academy of Science, Engineering and Technology},
	  index 	= {Open Science Index 137, 2018},
	}