On the distribution of the surplus of the D-E model prior to and at ruin
type: Item
instance of: scholarly article
title: On the distribution of the surplus of the D-E model prior to and at ruin
zbMATH Open document ID: 0963.91063
DOI: 10.1016/S0167-6687(99)00005-0
author: Rong Wu
author: Chunsheng Zhang
published in: Insurance Mathematics \& Economics
publication date: 2001-06-27T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 1335227
zbMATH Keywords: surplus
zbMATH Keywords: Dassios-Embrechts model
zbMATH Keywords: risk theory
zbMATH Keywords: restricted borrowing
zbMATH Keywords: martingale
zbMATH Keywords: Embrechts-Schmidli models
MaRDI profile type: Publication
cites work: Martingales and insurance risk
cites work: On the distribution of the surplus prior to ruin
cites work: Ruin estimation for a general insurance risk model
full work available at URL: s0167-6687(99)00005-0
OpenAlex ID: W2018162060
description: scientific article; zbMATH DE number 1335227