The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models.
type: Item
instance of: scholarly article
title: The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models.
zbMATH Open document ID: 1043.60036
author: David C. M. Dickson
author: Steve Derkic
published in: Insurance Mathematics \& Economics
publication date: 2004-05-27T00:00:00Z
full work available at URL: http://hdl.handle.net/11343/33767
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 2067445
zbMATH Keywords: Sparre Andersen risk model
zbMATH Keywords: Joint density function
zbMATH Keywords: Ruin
MaRDI profile type: Publication
OpenAlex ID: W2014271356
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cites work: Q3923308
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cites work: Exact and approximate properties of the distribution of surplus before and after ruin
DOI: 10.1016/J.INSMATHECO.2003.11.003
description: scientific article; zbMATH DE number 2067445