“Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model”, Andrew C. Y. Ng and Hailiang Yang, April 2005

DOI10.1080/10920277.2006.10596242zbMath1479.91319OpenAlexW2092227610MaRDI QIDQ5018711

Steve Drekic, David C. M. Dickson, Gordon E. Willmot, David A. Stanford

Publication date: 22 December 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2006.10596242

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Lundberg inequalities for renewal equations
• On the Distribution of the Deficit at Ruin when Claims are Phase-type
• Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model

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