Further results for the joint distribution of the surplus immediately before and after ruin under force of interest
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Publication:2320766
DOI10.1080/15598608.2012.673895zbMath1425.62140OpenAlexW2015629575MaRDI QIDQ2320766
Publication date: 27 August 2019
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15598608.2012.673895
Applications of statistics to actuarial sciences and financial mathematics (62P05) Laplace transform (44A10) Approximations to statistical distributions (nonasymptotic) (62E17)
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Cites Work
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- The surpluses immediately before and at ruin, and the amount of the claim causing ruin
- The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
- On the expected discounted penalty function at ruin of a surplus process with interest.
- On the Gerber-Shiu discounted penalty function for subexponential claims
- Actuarial Mathematics for Life Contingent Risks
- The Joint Distribution of Surplus Immediately before Ruin and the Deficit at Ruin under Interest Force
- On the Time Value of Ruin
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