“On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model,” David Landriault and Gordon Willmot, Volume 13, No. 2, 2009

DOI10.1080/10920277.2009.10597565zbMath1483.91189OpenAlexW4243725197MaRDI QIDQ5029079

Steve Drekic

Publication date: 11 February 2022

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

Full work available at URL: https://doi.org/10.1080/10920277.2009.10597565

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (3)

On the distribution of cumulative Parisian ruin ⋮ Bridging the first and last passage times for Lévy models ⋮ Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application

Cites Work

• On the Density and Moments of the Time of Ruin with Exponential Claims
• The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
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