“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003

DOI10.1080/10920277.2003.10596122zbMath1084.60546OpenAlexW4235677648MaRDI QIDQ5715940

Publication date: 5 January 2006

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

Full work available at URL: https://doi.org/10.1080/10920277.2003.10596122

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

Related Items (15)

On the discounted distribution functions for the Erlang(2) risk process ⋮ On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy ⋮ The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion ⋮ The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. ⋮ Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy ⋮ On a general class of renewal risk process: analysis of the Gerber-Shiu function ⋮ 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 Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model ⋮ The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion ⋮ Ruin Probabilities for Two Classes of Risk Processes ⋮ On a class of discrete time renewal risk models ⋮ Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts

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