On the distribution of the surplus of the D-E model prior to and at ruin
From MaRDI portal
Publication:1302135
DOI10.1016/S0167-6687(99)00005-0zbMath0963.91063OpenAlexW2018162060MaRDI QIDQ1302135
Publication date: 27 June 2001
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(99)00005-0
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (6)
On the expectation of total discounted operating costs up to default and its applications ⋮ On a risk model with debit interest and dividend payments ⋮ The perturbed compound Poisson risk process with investment and debit interest ⋮ Dividend payments in the classical risk model under absolute ruin with debit interest ⋮ On occupation times for a risk process with reserve-dependent premium ⋮ Some results for the compound Poisson process that is perturbed by diffusion
Cites Work
This page was built for publication: On the distribution of the surplus of the D-E model prior to and at ruin
