Distribution of deficit at ruin for a PDMP insurance risk model

DOI10.1007/s10255-003-0129-8zbMath1045.62109OpenAlexW2007053434MaRDI QIDQ1432871

Suping Qian, Rong Wu, Guo-jing Wang

Publication date: 22 June 2004

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-003-0129-8

Mathematics Subject Classification ID

Related Items (1)

On the expectation of total discounted operating costs up to default and its applications

Cites Work

• Ruin theory for the risk process described by PDMPs
• Martingales and insurance risk
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