“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
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Publication:5715930
DOI10.1080/10920277.2003.10596111zbMath1084.60547OpenAlexW3147276147MaRDI QIDQ5715930
Publication date: 5 January 2006
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2003.10596111
Related Items (9)
On the discounted distribution functions for the Erlang(2) risk process ⋮ “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 ⋮ Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model ⋮ On a class of renewal risk models with a constant dividend barrier ⋮ On the expected discounted penalty functions for two classes of risk processes ⋮ The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function ⋮ On ruin for the Erlang \((n)\) risk process ⋮ The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion ⋮ Ruin Probabilities for Two Classes of Risk Processes
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