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
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Publication:5422794
DOI10.1007/BF02808464zbMath1354.91077MaRDI QIDQ5422794
Publication date: 30 October 2007
Published in: Blätter der DGVFM (Search for Journal in Brave)
Cites Work
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- 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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