Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin
From MaRDI portal
Publication:3395773
DOI10.2143/AST.38.1.2030413zbMath1169.91386OpenAlexW4248340764MaRDI QIDQ3395773
Publication date: 13 September 2009
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.38.1.2030413
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (14)
A note on some joint distribution functions involving the time of ruin ⋮ On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk ⋮ ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS ⋮ APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION ⋮ Nonparametric estimation of the finite time ruin probability in the classical risk model ⋮ The finite time ruin probability in a risk model with capital injections ⋮ Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times ⋮ Finite time ruin problems for the Erlang\((2)\) risk model ⋮ On the ruin time distribution for a Sparre Andersen process with exponential claim sizes ⋮ Distributional study of finite-time ruin related problems for the classical risk model ⋮ The expected discounted penalty function: from infinite time to finite time ⋮ Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation ⋮ A Two-Dimensional Risk Model with Proportional Reinsurance ⋮ On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model
Cites Work
This page was built for publication: Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin