Über die Verteilung des Überschusses vor und zum Zeitpunkt des Ruins in Semi-Markov-Risikomodellen;On the distribution of the surplus prior to ruin and at ruin in a discrete semi-markov risk model

DOI10.1007/BF02808464zbMath1354.91077MaRDI QIDQ5422794

Mohammed Snoussi

Publication date: 30 October 2007

Published in: Blätter der DGVFM (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Cites Work

• Unnamed Item
• The surpluses immediately before and at ruin, and the amount of the claim causing ruin
• Aspects of risk theory
• On the distribution of the surplus prior to ruin
• Exact and approximate properties of the distribution of surplus before and after ruin
• The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
• Risk theory in a Markovian environment
• The probability of ruin in a discrete semi-Markov risk model
• On the Distribution of the Surplus Prior and at Ruin
• A classification of a random walk defined on a finite Markov chain
• On the Time Value of Ruin

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