Moments of the time of ruin, surplus before ruin and the deficit at ruin in the Erlang(N) risk process

DOI10.1007/s10255-006-0333-4zbMath1261.62092OpenAlexW2028067437MaRDI QIDQ861406

Rong Wu, Yongsheng Xing

Publication date: 29 January 2007

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-006-0333-4

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Integro-ordinary differential equations (45J99)

Related Items (3)

A surplus process involving a compound Poisson counting process and applications ⋮ The risk model with stochastic premiums, dependence and a threshold dividend strategy ⋮ The risk model with stochastic premiums and a multi-layer dividend strategy

Cites Work

• The superposition of alternating on-off flows and a fluid model
• On the time to ruin for Erlang(2) risk processes.
• The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
• Analysis of a defective renewal equation arising in ruin theory
• Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
• On the Time Value of Ruin

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