Ruin problems and dual events
type: Item
instance of: scholarly article
title: Ruin problems and dual events
zbMATH Open document ID: 0803.62091
DOI: 10.1016/0167-6687(94)00005-0
author: David C. M. Dickson
author: A. D. E. dos Reis
published in: Insurance Mathematics \& Economics
publication date: 1994-08-22T00:00:00Z
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 600093
zbMATH Keywords: probability of ruin
zbMATH Keywords: dual events
zbMATH Keywords: surplus immediately prior to ruin
zbMATH Keywords: joint density
zbMATH Keywords: severity of ruin
MaRDI profile type: Publication
full work available at URL: 0167-6687(94)00005-0
OpenAlex ID: W2070427918
cites work: Approximations to ruin probability in the presence of an upper absorbing barrier
cites work: On the distribution of the surplus prior to ruin
cites work: The surpluses immediately before and at ruin, and the amount of the claim causing ruin
cites work: Q5512461
description: scientific article; zbMATH DE number 600093